Risk-sensitive benchmarked asset management (2008)

First Author: Davis M
Attributed to:  Portfolio Optimization via Risk-Sensitive Control funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/14697680701401042

Publication URI: http://dx.doi.org/10.1080/14697680701401042

Type: Journal Article/Review

Parent Publication: Quantitative Finance

Issue: 4