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Ex-ante evaluation of investment performance fees using spread options
This dissertation analyses ex-ante asymmetric performance fee structures used by South African Mutual Funds and estimates performance fees some time before the fees are paid. Certain parties might benefit from having a reasonable estimate of its value. We use spread option theory to value ex-ante pe...
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| Format: | Thesis |
| Language: | English |
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Division of Actuarial Science
2018
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