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Long-term optimal portfolios with floor
Sekine, Jun
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 369-401
Persistent link: https://www.econbiz.de/10009562320
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Risk-sensitive portfolio optimization with two-factor having a memory effect
Hayashi, Tadashi
;
Sekine, Jun
- In:
Asia-Pacific financial markets
18
(
2011
)
4
,
pp. 385-403
Persistent link: https://www.econbiz.de/10009348320
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Optimal portfolio for a highly risk-averse investor : a differential game interpretation
Kaise, Hidehiro
;
Sekine, Jun
- In:
Risk and decision analysis
3
(
2012
)
3
,
pp. 211-222
Persistent link: https://www.econbiz.de/10009655727
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Risk-sensitive asset management in a wishart-autoregressive factor model with jumps
Hata, Hiroaki
;
Sekine, Jun
- In:
Asia-Pacific financial markets
24
(
2017
)
3
,
pp. 221-252
Persistent link: https://www.econbiz.de/10011797667
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