Open AccessRisk-sensitive Portfolio Optimization with Full and Partial Information
Author(s) -
Hideo Nagai
Publication year - 2019
Publication title -
advanced studies in pure mathematics
Language(s) - English
Resource type - Conference proceedings
eISSN - 2433-8915
pISSN - 0920-1971
DOI - 10.2969/aspm/04110257
Subject(s) - portfolio optimization , partial differential equation , portfolio , mathematical optimization , optimization problem , computer science , asset (computer security) , mathematical economics , mathematics , economics , finance , mathematical analysis , computer security
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