Pages that link to "Item:Q1627817"

The following pages link to Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817):

Displaying 3 items.

• Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
• Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
• Continuous-time portfolio optimization for absolute return funds (Q2686278) (← links)