Title of article
Risk sensitive asset allocation
Author/Authors
Tomasz R. Bielecki، نويسنده , , Stanley R. Pliska، نويسنده , , Michael Sherris، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
33
From page
1145
To page
1177
Keywords
Optimal asset allocation , Risk sensitive control
Journal title
Journal of Economic Dynamics and Control
Serial Year
2000
Journal title
Journal of Economic Dynamics and Control
Record number
237797
Link To Document