Risk-sensitive portfolio optimization problems with fixed income securities (Q1035912)
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scientific article; zbMATH DE number 5625108
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| English | Risk-sensitive portfolio optimization problems with fixed income securities |
scientific article; zbMATH DE number 5625108 |
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Risk-sensitive portfolio optimization problems with fixed income securities (English)
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4 November 2009
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risk-sensitive control
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fixed income securities
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nonstationary optimal strategies
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0.8500485420227051
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0.8091450333595276
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0.8042660355567932
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0.7973065376281738
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0.7949355244636536
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