Game-theoretic approach to risk-sensitive benchmarked asset management
Amogh Deshpande and Saul Jacka
| Year of publication: |
2014
|
|---|---|
| Authors: | Deshpande, Amogh ; Jacka, Saul D. |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 5.2014, 4, p. 163-176
|
| Subject: | Risk-sensitive control | zero sum stochastic differential game | Spieltheorie | Game theory | Benchmarking | Stochastisches Spiel | Stochastic game | Portfolio-Management | Portfolio selection | Vermögensverwaltung | Asset management | Stochastischer Prozess | Stochastic process |
| 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/10011286253