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Risk-sensitive asset management in a general diffusion factor model: risk-seeking case

Published Online: 2017-03-07

Published Print: 2017-04

Authors

Hata, Hiroaki
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 2017-03-07

Version of Record valid from 2017-03-07
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Article History

Received: 16 March 2016

Revised: 31 October 2016

First Online: 7 March 2017

Document is current