Case Studies
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Risk-Sensitive Investment Management
Davis, Mark H A,
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Davis, Mark H. A.,
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Asset and Liability Management
Davis, Mark H. A.,
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Jump-diffusion asset-liabilty management via risk-sensitive control
Davis, Mark H. A., (2015)
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Taming animal spirits : risk management with behavioural factors
Andruszkiewicz, Grzegorz, (2013)
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Debiased expert forecasts in continuous-time asset allocation
Davis, Mark H. A., (2020)
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