Risk-sensitive portfolio optimization problems with fixed income securities (Q1035912): Difference between revisions

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Latest revision as of 03:30, 2 July 2024

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Risk-sensitive portfolio optimization problems with fixed income securities
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    Risk-sensitive portfolio optimization problems with fixed income securities (English)
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    4 November 2009
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    risk-sensitive control
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    fixed income securities
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    nonstationary optimal strategies
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