Long run risk sensitive portfolio with general factors (Q283999): Difference between revisions

@@ Property / author @@
+Łukasz Stettner
@@ Property / author: Łukasz Stettner / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 60J05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6581180
@@ Property / zbMATH DE Number: 6581180 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk sensitive portfolio
@@ Property / zbMATH Keywords: risk sensitive portfolio / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk sensitive criterion
@@ Property / zbMATH Keywords: risk sensitive criterion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bellman equation
@@ Property / zbMATH Keywords: Bellman equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weighted span norm
@@ Property / zbMATH Keywords: weighted span norm / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk measure
@@ Property / zbMATH Keywords: risk measure / rank @@
+Normal rank

Revision as of 18:13, 27 June 2023