๐”– Bobbio Scriptorium
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Risk-Sensitive Control and an Optimal Investment Model

โœ Scribed by W. H. Fleming; S. J. Sheu


Book ID
108550461
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
242 KB
Volume
10
Category
Article
ISSN
0960-1627

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๐Ÿ“œ SIMILAR VOLUMES


An optimal investment and consumption mo
โœ Xikui Wang; Yanqing Yi ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 122 KB

## Abstract We consider a financial market consisting of a risky asset and a riskless one, with a constant or random investment horizon. The interest rate from the riskless asset is constant, but the relative return rate from the risky asset is stochastic with an unknown parameter in its distributi