Risk sensitive dynamic asset allocation with nonnegativity constraints on the economic factors

Arunabha Bagchi (Speaker)

    Activity: Talk or presentationOral presentation

    Period27 Jun 2001
    Event title8th International Conference on Advances in Communication and Control, ComCon 2001: Telecommunications/signal processing
    Event typeConference
    Conference number8
    LocationCrete, Greece
    Degree of RecognitionInternational