Risk‐sensitive benchmarked asset management with expert forecasts
Author:
Affiliation:
1. Department of Mathematics Imperial College London London UK
2. Finance Department NEOMA Business School Reims France
3. 2020 Bruti‐Liberati Fellow Quantitative Finance Research Center, University of Technology Sydney Sydney Australia
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12310
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