Risk-sensitive portfolio optimization problems with general nonnegative factor models (Q1002378)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive portfolio optimization problems with general nonnegative factor models |
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Risk-sensitive portfolio optimization problems with general nonnegative factor models (English)
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26 February 2009
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risk-sensitive portfolio optimization
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optimal investment strategies
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portfolio optimization problem with stochastic interest rate
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