scientific article; zbMATH DE number 1642336
From MaRDI portal
Publication:2741097
Recommendations
Cited in
(9)- Risk-sensitive dynamic asset management
- Risk sensitive asset allocation
- A comparison between the robust risk-aware and risk-seeking managers in R\&D portfolio management
- Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
- Risk-sensitive asset management with lognormal interest rates
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case
- Risk-sensitive investment management
- Risk-sensitive benchmarked asset management
- scientific article; zbMATH DE number 1867096 (Why is no real title available?)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2741097)