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Risk-sensitive optimal investment policy

Mario Lefebvre and Pierre Montulet

Article (1994)

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Additional Information: Nom historique du département: Département de mathématiques appliquées
Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/33094/
Journal Title: International Journal of Systems Science (vol. 25, no. 1)
Publisher: Taylor & Francis
DOI: 10.1080/00207729408928952
Official URL: https://doi.org/10.1080/00207729408928952
Date Deposited: 18 Apr 2023 15:25
Last Modified: 25 Sep 2024 16:15
Cite in APA 7: Lefebvre, M., & Montulet, P. (1994). Risk-sensitive optimal investment policy. International Journal of Systems Science, 25(1), 183-192. https://doi.org/10.1080/00207729408928952

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