Risk-Sensitive Investment Management - Advanced Series on Statistical Science & Applied Probability
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9789814578035, 9789814578059

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Investment Constraints

Risk-Sensitive Investment Management - Advanced Series on Statistical Science & Applied Probability ◽

10.1142/9789814578059_0005 ◽

2014 ◽

pp. 89-107

Keyword(s):

Investment Constraints

The Merton Problem

Risk-Sensitive Investment Management - Advanced Series on Statistical Science & Applied Probability ◽

10.1142/9789814578059_0001 ◽

2014 ◽

pp. 3-15

Keyword(s):

Merton Problem

Fund Separation and Fractional Kelly Strategies

Risk-Sensitive Investment Management - Advanced Series on Statistical Science & Applied Probability ◽

10.1142/9789814578059_0009 ◽

2014 ◽

pp. 207-226 ◽

Cited By ~ 1

Managing Against a Benchmark: Jump-Diffusion Case

Risk-Sensitive Investment Management - Advanced Series on Statistical Science & Applied Probability ◽

10.1142/9789814578059_0010 ◽

2014 ◽

pp. 227-260

Keyword(s):

Jump Diffusion

Factor and Securities Models

Risk-Sensitive Investment Management - Advanced Series on Statistical Science & Applied Probability ◽

10.1142/9789814578059_0012 ◽

2014 ◽

pp. 307-315

Case Studies

Risk-Sensitive Investment Management - Advanced Series on Statistical Science & Applied Probability ◽

10.1142/9789814578059_0013 ◽

2014 ◽

pp. 317-347

Keyword(s):

Case Studies

Infinite Horizon Problems

Risk-Sensitive Investment Management - Advanced Series on Statistical Science & Applied Probability ◽

10.1142/9789814578059_0006 ◽

2014 ◽

pp. 109-128

Keyword(s):

Infinite Horizon ◽

Infinite Horizon Problems ◽

Horizon Problems

Managing Against a Benchmark

Risk-Sensitive Investment Management - Advanced Series on Statistical Science & Applied Probability ◽

10.1142/9789814578059_0003 ◽

2014 ◽

pp. 41-56

Jumps in Asset Prices

Risk-Sensitive Investment Management - Advanced Series on Statistical Science & Applied Probability ◽

10.1142/9789814578059_0007 ◽

2014 ◽

pp. 131-168

Keyword(s):

Asset Prices

BACK MATTER

Risk-Sensitive Investment Management - Advanced Series on Statistical Science & Applied Probability ◽

10.1142/9789814578059_bmatter ◽

2014 ◽

pp. 385-397