Long run risk sensitive portfolio with general factors (Q283999)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long run risk sensitive portfolio with general factors |
scientific article |
Statements
Long run risk sensitive portfolio with general factors (English)
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17 May 2016
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risk sensitive portfolio
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risk sensitive criterion
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Bellman equation
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weighted span norm
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risk measure
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