Risk-sensitive portfolio optimization with two-factor having a memory effect (Q763414): Difference between revisions

@@ Property / cites work @@
+Risk-sensitive dynamic asset management
@@ Property / cites work: Risk-sensitive dynamic asset management / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive ICAPM With Application to Fixed-Income Management
+Normal rank
@@ Property / cites work @@
+Risk sensitive asset allocation
@@ Property / cites work: Risk sensitive asset allocation / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-sensitive benchmarked asset management
@@ Property / cites work: Risk-sensitive benchmarked asset management / rank @@
+Normal rank
@@ Property / cites work @@
+State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
+Normal rank
@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal long term growth rate of expected utility of wealth
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Control and an Optimal Investment Model
+Normal rank
@@ Property / cites work @@
+Risk-sensitive control and an optimal investment model. II.
+Normal rank
@@ Property / cites work @@
+A risk-sensitive stochastic control approach to an optimal investment problem with partial information
+Normal rank
@@ Property / cites work @@
+Asymptotics of the probability minimizing a ``down-side'' risk
+Normal rank
@@ Property / cites work @@
+Optimal long-term investment model with memory
@@ Property / cites work: Optimal long-term investment model with memory / rank @@
+Normal rank
@@ Property / cites work @@
+Q3160510
@@ Property / cites work: Q3160510 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-sensitive portfolio optimization on infinite time horizon
+Normal rank
@@ Property / cites work @@
+On a frequency-domain condition in linear optimal control theory
+Normal rank
@@ Property / cites work @@
+Risk-sensitive dynamic portfolio optimization with partial information on infinite time horizon.
+Normal rank
@@ Property / cites work @@
+A large deviations approach to optimal long term investment
+Normal rank
@@ Property / cites work @@
+A note on long-term optimal portfolios under drawdown constraints
+Normal rank
@@ Property / cites work @@
+Long-term optimal portfolios with floor
@@ Property / cites work: Long-term optimal portfolios with floor / rank @@
+Normal rank