Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps |
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Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (English)
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3 December 2018
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risk-sensitive asset management
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Wishart autoregressive jump-diffusion factor
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Riccati differential equation
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