Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376)
From MaRDI portal
scientific article; zbMATH DE number 7743032
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk‐sensitive benchmarked asset management with expert forecasts |
scientific article; zbMATH DE number 7743032 |
Statements
Risk‐sensitive benchmarked asset management with expert forecasts (English)
0 references
28 September 2023
0 references
active management
0 references
benchmark
0 references
expert opinions
0 references
Kalman filter
0 references
Kelly criterion
0 references
risk-sensitive stochastic control
0 references
