A portfolio selection problem with reflecting diffusion model and risk-sensitive criterion

Arunabha Bagchi (Speaker)

    Activity: Talk or presentationOral presentation

    Description

    Plaats van uitgifte: Sophia Antipolis, France
    Period24 Jul 2003
    Event title21st IFIP TC 7 Conference on MOdelling and Optimization
    Event typeConference
    LocationSophia Antipolis, France

    Keywords

    • METIS-216774