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Amogh Deshpande
ORCID
Publication Activity (10 Years)
Years Active: 2009-2015
Publications (10 Years): 0
Top Topics
Markov Decision Processes
Asset Management
Control Policies
Efficient Optimization
Top Venues
J. Appl. Probab.
Risk Decis. Anal.
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Publications
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Amogh Deshpande
On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management.
J. Appl. Probab.
52 (3) (2015)
Amogh Deshpande
,
Saul Jacka
Game-theoretic approach to risk-sensitive benchmarked asset management.
Risk Decis. Anal.
5 (4) (2014)
Amogh Deshpande
,
Srikanth K. Iyer
model with general sector correlations.
Central Eur. J. Oper. Res.
17 (2) (2009)