Dynamic asset management: Risk sensitive criterion with nonnegative factors constraints

Arunabha Bagchi, K.S. Kumar

    Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

    Original languageEnglish
    Title of host publicationRecent Developments in Mathematical Finance
    Subtitle of host publicationProceedings of the International Conference on Mathematical Finance Shanghai, China, 10 – 13 May 2001
    EditorsJ. Yong
    Place of PublicationSingapore
    PublisherWorld Scientific
    Pages1-11
    Number of pages11
    ISBN (Print)981-02-4797-4
    DOIs
    Publication statusPublished - 2002

    Keywords

    • METIS-203929

    Cite this