Asymptotics of the probability of minimizing ``down-side risk under partial information
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Cites work
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Cited in
(10)- Downside risk minimization via a large deviations approach
- An optimal consumption and investment problem with partial information
- Down-side risk minimization under prescribed consumption level
- Large deviation estimates for controlled semi-martingales
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case
- Risk-sensitive asset management with lognormal interest rates
- Asymptotics of the probability minimizing a ``down-side risk
- Asymptotic analysis for a downside risk minimization problem under partial information
- Long-term optimal portfolios with floor
- Asymptotic minimaxity of the ratio strategy
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