Dynamic asset management: Risk sensitive criterion with nonnegative factors constraints

Arunabha Bagchi; K.S. Kumar

doi:10.1142/9789812799579_0001

Dynamic asset management: Risk sensitive criterion with nonnegative factors constraints

Arunabha Bagchi, K.S. Kumar

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic

Original language	English
Title of host publication	Recent Developments in Mathematical Finance
Subtitle of host publication	Proceedings of the International Conference on Mathematical Finance Shanghai, China, 10 – 13 May 2001
Editors	J. Yong
Place of Publication	Singapore
Publisher	World Scientific
Pages	1-11
Number of pages	11
ISBN (Print)	981-02-4797-4
DOIs	https://doi.org/10.1142/9789812799579_0001
Publication status	Published - 2002

Keywords

METIS-203929

Access to Document

10.1142/9789812799579_0001

Cite this

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pages = "1--11",

editor = "J. Yong",

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Dynamic asset management: Risk sensitive criterion with nonnegative factors constraints. / Bagchi, Arunabha; Kumar, K.S.

Recent Developments in Mathematical Finance: Proceedings of the International Conference on Mathematical Finance Shanghai, China, 10 – 13 May 2001. ed. / J. Yong. Singapore : World Scientific, 2002. p. 1-11.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic

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BT - Recent Developments in Mathematical Finance

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PB - World Scientific

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