Pages that link to "Item:Q4282821"
From MaRDI portal
The following pages link to Risk-sensitive optimal investment policy (Q4282821):
Displaying 7 items.
- Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
- Risk sensitive asset allocation (Q1575279) (← links)
- Risk-sensitive control and an optimal investment model. (Q2707143) (← links)
- On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management (Q3449927) (← links)
- Optimal Investment Strategy for Risky Assets (Q4216120) (← links)
- Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes (Q4637645) (← links)
- Optimal investment policy (Q4723533) (← links)