Risk sensitive asset allocation
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Publication:1575279
DOI10.1016/S0165-1889(99)00017-2zbMath0951.90051OpenAlexW2012131330MaRDI QIDQ1575279
Stanley R. Pliska, Tomasz R. Bielecki, Michael Sherris
Publication date: 21 August 2000
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(99)00017-2
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