Risk sensitive portfolio optimization - researchr publication bibtex

researchr

You are not signed in
Sign in
Sign up

Lukasz Stettner. Risk sensitive portfolio optimization. Math. Meth. of OR, 50(3):463-474, 1999. [doi]

@article{Stettner99,
  title = {Risk sensitive portfolio optimization},
  author = {Lukasz Stettner},
  year = {1999},
  doi = {10.1007/s001860050081},
  url = {http://dx.doi.org/10.1007/s001860050081},
  researchr = {https://researchr.org/publication/Stettner99},
  cites = {0},
  citedby = {0},
  journal = {Math. Meth. of OR},
  volume = {50},
  number = {3},
  pages = {463-474},
}

runs on WebDSL