Dynamic asset management: Risk sensitive criterion with nonnegative factors constraints

Arunabha Bagchi (Speaker)

    Activity: Talk or presentationOral presentation

    Description

    Plaats van uitgifte: New York, U.S.A.
    Period9 Aug 2002
    Event titleCourant Institute of Mathematical Sciences, New York University, U.S.A.
    Event typeConference
    LocationNew York, U.S.A.

    Keywords

    • METIS-210558