Risk sensitive portfolio optimization
type: Item
instance of: scholarly article
title: Risk sensitive portfolio optimization
zbMATH Open document ID: 0949.93077
published in: Mathematical Methods of Operations Research
publication date: 2000-05-07T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 1439915
zbMATH Keywords: discrete-time portfolio selection
author: Łukasz Stettner
MaRDI profile type: Publication
full work available at URL: s001860050081
OpenAlex ID: W2056329886
DOI: 10.1007/S001860050081
description: scientific article; zbMATH DE number 1439915