Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics
Reference19 articles.
1. Risk sensitive control with applications to fixed income portfolio management,;T. R. Bielecki;"European Congress of Mathematics, Vol. II",2001
2. The role of learning in dynamic portfolio decisions,;M. J. Brennan;European Finance Review,1998
3. Minimizing expected loss of hedging in incomplete and constrained markets,;J. Cvitanić;SIAM J. of Control and Optimization,2000
4. On dynamic measures of risk,;J. Cvitanić;Finance and Stochastics,1999
5. Maximin investment problems for discounted and total wealth,;N. Dokuchaev;IMA Journal Management Mathematics,2008
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献