Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation (Q3427513)
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English | Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation |
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Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation (English)
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20 March 2007
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risk sensitive control
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optimal portfolios
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Cox-Ingersoll-Ross interest rates
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incomplete model
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