"Risk-Sensitive Portfolio Optimization Problems with Fixed Income Securities."

M. Goel, K. S. Kumar (2009)

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DOI: 10.1007/S10957-009-9546-Z

access: closed

type: Journal Article

metadata version: 2019-06-09

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M. Goel, K. S. Kumar:
Risk-Sensitive Portfolio Optimization Problems with Fixed Income Securities. J. Optimization Theory and Applications 142(1): 67-84 (2009)

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