Risk-sensitive benchmarked asset management (Q3518381): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/14697680701401042 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2152557891 / rank | |||
Normal rank | |||
Revision as of 23:22, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive benchmarked asset management |
scientific article |
Statements
Risk-sensitive benchmarked asset management (English)
0 references
7 August 2008
0 references
asset management
0 references
risk-sensitive stochastic control
0 references
outperformance
0 references
dynamic programming
0 references
benchmark
0 references
Kelly criterion
0 references
