"Long run risk sensitive portfolio with general factors."

Marcin Pitera, Lukasz Stettner (2016)

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DOI: 10.1007/S00186-015-0528-7

access: open

type: Journal Article

metadata version: 2024-05-07

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Marcin Pitera, Lukasz Stettner:
Long run risk sensitive portfolio with general factors. Math. Methods Oper. Res. 83(2): 265-293 (2016)

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