Long run risk sensitive portfolio with general factors (Q283999)
From MaRDI portal
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)
0 references
17 May 2016
0 references
risk sensitive portfolio
0 references
risk sensitive criterion
0 references
Bellman equation
0 references
weighted span norm
0 references
risk measure
0 references
0 references
0 references
0 references
