Risk-sensitive portfolio optimization with two-factor having a memory effect
Tadashi Hayashi · Jun Sekine
| Year of publication: |
2011
|
|---|---|
| Authors: | Hayashi, Tadashi ; Sekine, Jun |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 18.2011, 4, p. 385-403
|
| Subject: | Portfolio-Management | Portfolio selection |
| 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/10009348320