scientific article; zbMATH DE number 1944676

zbMATH Open1047.91023MaRDI QIDQ4407993FDOQ4407993

Authors: Tomasz R. Bielecki, Stanley R. Pliska 

Publication date: 2001

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

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zbMATH Keywords

financial decision makinginvestment strategiesrolling-horizon bonds

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Cited In (3)

• Risk-sensitive control and an optimal investment model.
• Optimal investment in a general stochastic factor framework under model uncertainty
• Risk-Sensitive ICAPM With Application to Fixed-Income Management

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