Risk-sensitive Portfolio Optimization with Two-factor...

Asia-Pacific Financial Markets 2011 / 11 Vol. 18; Iss. 4

Risk-sensitive Portfolio Optimization with Two-factor Having a Memory Effect

Tadashi Hayashi, Jun Sekine
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Volume:
18
Language:
english
Pages:
19
DOI:
10.1007/s10690-010-9136-y
Date:
November, 2011
File:
PDF, 233 KB
english, 2011
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