%0 Journal Article %1 journals/siamco/JanecekS12 %A Janecek, Karel %A Sîrbu, Mihai %D 2012 %J SIAM J. Control and Optimization %K dblp %N 2 %P 790-819 %T Optimal Investment with High-watermark Performance Fee. %U http://dblp.uni-trier.de/db/journals/siamco/siamco50.html#JanecekS12 %V 50

@article{journals/siamco/JanecekS12, added-at = {2012-05-18T00:00:00.000+0200}, author = {Janecek, Karel and Sîrbu, Mihai}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/26d39ef04f229caf9fcca71c64bc8cdb8/dblp}, ee = {http://dx.doi.org/10.1137/100790884}, interhash = {dd86577ad434547a20833e028336af0d}, intrahash = {6d39ef04f229caf9fcca71c64bc8cdb8}, journal = {SIAM J. Control and Optimization}, keywords = {dblp}, number = 2, pages = {790-819}, timestamp = {2016-02-02T02:48:44.000+0100}, title = {Optimal Investment with High-watermark Performance Fee.}, url = {http://dblp.uni-trier.de/db/journals/siamco/siamco50.html#JanecekS12}, volume = 50, year = 2012 }