scientific article; zbMATH DE number 1867096

zbMATH Open1037.91046MaRDI QIDQ4792530FDOQ4792530

Authors: Tomasz R. Bielecki, Daniel Hernández-Hernández, Stanley R. Pliska 

Publication date: 2002

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

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zbMATH Keywords

Markov chainoptimal strategycapital asset pricing modelrisk sensitive control theoryfinancial decision

Mathematics Subject Classification ID

Cited In (4)

• Long-term optimal investment in matrix valued factor models
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