Drawdown constraint for long-term investments under partial information (Q6553142)
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scientific article; zbMATH DE number 7862915
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Drawdown constraint for long-term investments under partial information |
scientific article; zbMATH DE number 7862915 |
Statements
Drawdown constraint for long-term investments under partial information (English)
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11 June 2024
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Azema-Yor processes
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risk-sensitivity control
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partially observed processes
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drawdown constraints
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0.8330637216567993
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0.8176724910736084
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0.8036076426506042
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0.79695725440979
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