Long run risk sensitive portfolio with general factors (Q283999): Difference between revisions
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Created claim: Wikidata QID (P12): Q59472694, #quickstatements; #temporary_batch_1707337057885 |
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| Property / author | |||
| Property / author: Łukasz Stettner / rank | |||
Revision as of 09:49, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long run risk sensitive portfolio with general factors |
scientific article |
Statements
Long run risk sensitive portfolio with general factors (English)
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17 May 2016
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risk sensitive portfolio
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risk sensitive criterion
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Bellman equation
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weighted span norm
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risk measure
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