Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models (Q4442962): Difference between revisions
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Latest revision as of 09:52, 30 July 2024
scientific article; zbMATH DE number 2024241
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models |
scientific article; zbMATH DE number 2024241 |
Statements
Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models (English)
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8 January 2004
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portfolio optimization
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risk-sensitive control
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infinite time horizon
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Bellman equations
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factor models
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