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Hideo Nagai · Study
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Author
Hideo Nagai
4 works
· latest 2007
· 2 institutions
cluster: provisional
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4
Citations
338
Works here
4
02
03
07
Most cited in this library
Risk-Sinsitive Dynamic Portfolio Optimization with Partial Information on Infinite Time Horizon
2002 · 115 citations
Risk-sensitive portfolio optimization on infinite time horizon
2002 · 95 citations
Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models
2003 · 91 citations
PDE Approach to Utility Maximization for Market Models with Hidden Markov Factors
2007 · 37 citations
Works
4 shown
PDE Approach to Utility Maximization for Market Models with Hidden Markov Factors
Progress in probability
·
2007
·
2 authors
·
chapter
37
citations
Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models
SIAM Journal on Control and Optimization
·
2003
·
1 author
91
citations
Risk-Sinsitive Dynamic Portfolio Optimization with Partial Information on Infinite Time Horizon
The Annals of Applied Probability
·
2002
·
2 authors
·
Open access
115
citations
Risk-sensitive portfolio optimization on infinite time horizon
Stochastics and stochastics reports
·
2002
·
1 author
95
citations