Risk-Sensitive Dynamic Asset Management

T. R. Bielecki

Open source

DOI
10.1007/s002459900110
Published
1999-05-06
Container
Applied Mathematics and Optimization
Publisher
Springer Science and Business Media LLC
Open access
unknown

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BibTeX

@article{allodium:10.1007/s002459900110,
  title = {Risk-Sensitive Dynamic Asset Management},
  author = {T. R. Bielecki},
  year = {1999},
  journal = {Applied Mathematics and Optimization},
  doi = {10.1007/s002459900110},
  url = {https://doi.org/10.1007/s002459900110}
}

RIS

TY  - JOUR
TI  - Risk-Sensitive Dynamic Asset Management
AU  - T. R. Bielecki
PY  - 1999
JO  - Applied Mathematics and Optimization
DO  - 10.1007/s002459900110
UR  - https://doi.org/10.1007/s002459900110
ER  - 

APA

Bielecki, T. R. (1999). Risk-Sensitive Dynamic Asset Management. Applied Mathematics and Optimization. https://doi.org/10.1007/s002459900110

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