Pages that link to "Item:Q4282821"
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The following pages link to Risk-sensitive optimal investment policy (Q4282821):
Displaying 4 items.
- Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
- Risk sensitive asset allocation (Q1575279) (← links)
- On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management (Q3449927) (← links)
- Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes (Q4637645) (← links)