A risk-sensitive stochastic control approach to an optimal investment problem with partial information
Hiroaki Hata; Yasunari Iida
| Year of publication: |
2006
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|---|---|
| Authors: | Hata, Hiroaki ; Iida, Yasunari |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 10.2006, 3, p. 395-426
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| Subject: | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Portfolio-Management | Portfolio selection | Unvollkommene Information | Incomplete information |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003380023