Pages that link to "Item:Q2364352"
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The following pages link to Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352):
Displaying 8 items.
- Risk-sensitive portfolio optimization problem for a large trader with inside information (Q1630226) (← links)
- A comparison between the robust risk-aware and risk-seeking managers in R\&D portfolio management (Q1789605) (← links)
- Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
- Risk-sensitive dynamic asset management with partial information (Q2707636) (← links)
- Jump-diffusion risk-sensitive asset management. II: Jump-diffusion factor model (Q2840144) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- Risk-Sensitive ICAPM With Application to Fixed-Income Management (Q5273713) (← links)
- (Q5416123) (← links)