The following pages link to (Q4868515):
Displaying 9 items.
- Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
- Risk sensitive asset allocation (Q1575279) (← links)
- Optimal long term growth rate of expected utility of wealth (Q1578591) (← links)
- Risk-sensitive control and an optimal investment model. II. (Q1872384) (← links)
- Risk-sensitive dynamic portfolio optimization with partial information on infinite time horizon. (Q1872428) (← links)
- Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
- On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control (Q2493181) (← links)
- On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management (Q3449927) (← links)
- A stochastic control model of investment, production and consumption (Q5464387) (← links)
