Long run risk sensitive portfolio with general factors
Crossref DOI link: https://doi.org/10.1007/s00186-015-0528-7
Published Online: 2015-12-26
Published Print: 2016-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pitera, Marcin
Stettner, Ćukasz https://orcid.org/0000-0003-3166-8815
Funding for this research was provided by:
NCN (DEC-2012/07/B/ST1/03298)
License valid from 2015-12-26