Pages that link to "Item:Q2929576"
From MaRDI portal
The following pages link to Risk-sensitive investment management (Q2929576):
Displaying 16 items.
- Sustainable asset accumulation and dynamic portfolio decisions (Q318857) (← links)
- Weighted entropy and optimal portfolios for risk-averse Kelly investments (Q1692288) (← links)
- Robust risk management (Q1926976) (← links)
- Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources (Q2004579) (← links)
- Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Dynamic Limit Growth Indices in Discrete Time (Q3194564) (← links)
- Risk-sensitive benchmarked asset management (Q3518381) (← links)
- Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching (Q4614935) (← links)
- TRADING MULTIPLE MEAN REVERSION (Q5066298) (← links)
- Long-Run Risk-Sensitive Impulse Control (Q5130920) (← links)
- Risk-Sensitive Asset Management and Cascading Defaults (Q5219291) (← links)
- (Q5425210) (← links)
- Log-Optimal Portfolios with Memory Effect (Q5742509) (← links)
- A stochastic control perspective on term structure models with roll-over risk (Q6074008) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)