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Risk-Sensitive Asset Management with Lognormal Interest Rates

Crossref DOI link: https://doi.org/10.1007/s10690-020-09312-6

Published Online: 2020-07-18

Published Print: 2021-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Hata, Hiroaki https://orcid.org/0000-0001-8593-3501
Funding

Funding for this research was provided by:

Japan Society for the Promotion of Science (15K17584)
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Text and Data Mining valid from 2020-07-18

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Article History

First Online: 18 July 2020