Risk-sensitive asset management in a general diffusion factor model: risk-seeking case
DOI10.1007/S13160-017-0242-3zbMATH Open1366.93702OpenAlexW2593280697MaRDI QIDQ2364352FDOQ2364352
Authors: Hiroaki Hata 
Publication date: 19 July 2017
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13160-017-0242-3
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Cited In (10)
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