Dynamic asset management: Risk sensitive criterion with nonnegativity constraints

Arunabha Bagchi (Speaker)

    Activity: Talk or presentationOral presentation

    Description

    Plaats van uitgifte: New York, USA
    Period26 Jul 2001
    Event title11th INFORMS Applied Probability Conference 2001
    Event typeConference
    Conference number11
    LocationNew York, NY, United States

    Keywords

    • METIS-200887