Pages that link to "Item:Q633827"
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The following pages link to ``Down-side risk'' probability minimization problem with Cox-Ingersoll-Ross's interest rates (Q633827):
Displaying 4 items.
- Efficient portfolio dependent on Cox-Ingersoll-Ross interest rate (Q355333) (← links)
- Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
- Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)