Portfolio optimization under entropic risk management (English)
- New search for: Zhong, Wei
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In:
Acta Mathematica Sinica, English Series
;
25
, 7
;
1113-1130
;
2009
- Article (Journal) / Electronic Resource
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Title:Portfolio optimization under entropic risk management
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Contributors:Zhong, Wei ( author )
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Published in:Acta Mathematica Sinica, English Series ; 25, 7 ; 1113-1130
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Publisher:
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Place of publication:Heidelberg
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Publication date:2009-06-15
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Size:18 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 25, Issue 7
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1041
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Hyperbolic conservation laws on manifolds. An error estimate for finite volume schemesLeFloch, Philippe G. / Okutmustur, Baver / Neves, Wladimir et al. | 2009
- 1067
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On heat kernel estimates and parabolic Harnack inequality for jump processes on metric measure spacesChen, Zhen-Qing / Kim, Panki / Kumagai, Takashi et al. | 2009
- 1087
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Harmonic moments of branching processes in random environmentsWang, Wei Gang / Lv, Ping / Hu, Di He et al. | 2009
- 1097
-
Finite groups with its power automorphism groups having small indicesWang, Jun Xin / Guo, Xiu Yun et al. | 2009
- 1109
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Every weakly compact set can be uniformly embedded into a reflexive Banach spaceCheng, Li Xin / Cheng, Qing Jin / Luo, Zheng Hua / Zhang, Wen et al. | 2009
- 1113
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Portfolio optimization under entropic risk managementZhong, Wei et al. | 2009
- 1131
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Isometric isomorphisms in proper CQ*-algebrasPark, Choonkil / An, Jong Su et al. | 2009
- 1139
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On extension of isometries between the unit spheres of normed space E and lp (p > 1)Yi, Ji Jin / Wang, Rui Dong et al. | 2009
- 1145
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Hua’s theorem with s almost equal prime variablesSun, Qing Feng / Tang, Heng Cai et al. | 2009
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Large deviation for stochastic Cahn-Hilliard partial differential equationsShi, Ke Hua / Tang, Dan / Wang, Yong Jin et al. | 2009
- 1175
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On multifractal of Cantor dustBaek, In-Soo et al. | 2009
- 1183
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Prinjective Ringel-Hall algebras for posets of finite prinjective typeKosakowska, Justyna et al. | 2009
- 1191
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On permutation polynomials in two variables over ℤ/p2ℤWei, Qi Jiao / Zhang, Qi Fan et al. | 2009
- 1201
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Zero-sum stochastic games with average payoffs: New optimality conditionsYang, Jie / Guo, Xian Ping et al. | 2009
- 1217
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On pointwise bounded approximationQiu, Zhijian et al. | 2009