Work

Risk-Sensitive Dynamic Asset Management with Partial Information

Year: 2001

Type: book-chapter

Source: Birkhäuser Boston eBooks

DOI: 10.1007/978-1-4612-0167-0_17

Author: H. Nagai

Institution: The University of Osaka

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2154714973

FWCI: 2.755

Cites: 29

Cited by: 28

Related to: 10