Game-theoretic approach to risk-sensitive benchmarked asset management. Deshpande, A. and Jacka, S. Risk and Decision Analysis, 5(4):163-176, 2014.
Game-theoretic approach to risk-sensitive benchmarked asset management. [link]Link  Game-theoretic approach to risk-sensitive benchmarked asset management. [link]Paper  bibtex   
@article{journals/rda/DeshpandeJ14,
  added-at = {2015-04-12T00:00:00.000+0200},
  author = {Deshpande, Amogh and Jacka, Saul},
  biburl = {http://www.bibsonomy.org/bibtex/2a6bfdfdcc2bf885b9d491b9f8b92efdc/dblp},
  ee = {http://dx.doi.org/10.3233/RDA-140108},
  interhash = {28fa02ac7b80c198e405fc6f8a7b4ce2},
  intrahash = {a6bfdfdcc2bf885b9d491b9f8b92efdc},
  journal = {Risk and Decision Analysis},
  keywords = {dblp},
  number = 4,
  pages = {163-176},
  timestamp = {2015-06-18T08:31:58.000+0200},
  title = {Game-theoretic approach to risk-sensitive benchmarked asset management.},
  url = {http://dblp.uni-trier.de/db/journals/rda/rda5.html#DeshpandeJ14},
  volume = 5,
  year = 2014
}
Downloads: 0