scientific article; zbMATH DE number 5846265

zbMATH Open1224.91145MaRDI QIDQ3073333FDOQ3073333

Authors: Shu-Zhi Wei 

Publication date: 5 February 2011

Title of this publication is not available (Why is that?)

Recommendations

• Risk-sensitive dynamic asset management
• Risk-sensitive asset management and cascading defaults
• scientific article; zbMATH DE number 1583970
• scientific article; zbMATH DE number 1867086
• Dynamic asset liability management with tolerance for limited shortfalls
• Risk sensitive asset management with transaction costs
• Risk-sensitive benchmarked asset management
• Dynamic Financial Risk Management
• Risk-constrained dynamic portfolio management

zbMATH Keywords

defaultable bondoptimal investment strategyrisk sensitivity

Mathematics Subject Classification ID

Portfolio theory (91G10) Credit risk (91G40) Financial applications of other theories (91G80)

Cited In (1)

• Optimal investment with noise trading risk

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 Q3073333)