Hideo Nagai

Publication Activity (10 Years)

Years Active: 2003-2018
Publications (10 Years): 1

Top Topics

Closely Related

Mathematical Models

Uniform Convergence

Dynamic Programming

Top Venues

Risk Decis. Anal.

SIAM J. Control. Optim.

Publications

Hiroaki Hata, Hideo Nagai, Shuenn-Jyi Sheu
An Optimal Consumption Problem for General Factor Models. SIAM J. Control. Optim. 56 (5) (2018)
Hideo Nagai
Down-side risk minimization under prescribed consumption level. Risk Decis. Anal. 3 (3) (2012)
Hideo Nagai
Risk-sensitive quasi-variational inequalities for optimal investment with general transaction costs. Asymptot. Anal. 48 (3) (2006)
Hideo Nagai
Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models. SIAM J. Control. Optim. 41 (6) (2003)