Risk-Sensitive Optimal Investment Problems with Partial Information on Infinite Time Horizon

Hideo Nagai and Shige Peng
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Hideo Nagai: Department of Mathematical Science, Graduate School of Engineering Science, Osaka University, Toyonaka, 560-8531, Japan
Shige Peng: Department of Mathematics, Shangdong University, Jinan 250100, China

Chapter 8 in Recent Developments in Mathematical Finance, 2001, pp 85-98 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractNo abstract received.

Keywords: Proceedings; Conference; Mathematical Finance; Shanghai (China) (search for similar items in EconPapers)
Date: 2001
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