Risk-sensitive portfolio optimization problem for a large trader with inside information
Crossref DOI link: https://doi.org/10.1007/s13160-018-0318-8
Published Online: 2018-07-13
Published Print: 2018-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hata, Hiroaki
Funding for this research was provided by:
Japan Society for the Promotion of Science (15K17584)
Text and Data Mining valid from 2018-07-13
Version of Record valid from 2018-07-13
Article History
Received: 27 November 2017
Revised: 22 April 2018
First Online: 13 July 2018