A risk-sensitive stochastic control approach to an optimal investment problem with partial information
Work
Year: 2006
Type: article
Source: Finance and Stochastics
Authors Hiroaki Hata, Yasunori Iida
Institutions Osaka University, Dai-ichi Life Insurance (United States)
Cites: 22
Cited by: 29
Related to: 10
FWCI: 1.541
Citation percentile (by year/subfield): 88.38
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed