Discrete time infinite horizon risk sensitive portfolio selection with proportional transaction costs (Q3534756)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5361734
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Discrete time infinite horizon risk sensitive portfolio selection with proportional transaction costs |
scientific article; zbMATH DE number 5361734 |
Statements
4 November 2008
0 references
risk sensitive control
0 references
portfolio selection
0 references
proportional transaction costs
0 references
infinite horizon
0 references
0.9108317494392396
0 references
0.828559398651123
0 references
0.828559398651123
0 references
0.8253130316734314
0 references
