Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376)
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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 |
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Risk‐sensitive benchmarked asset management with expert forecasts (English)
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28 September 2023
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active management
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benchmark
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expert opinions
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Kalman filter
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Kelly criterion
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risk-sensitive stochastic control
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