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Saul Jacka
ORCID
Publication Activity (10 Years)
Years Active: 2008-2014
Publications (10 Years): 0
Top Topics
Efficient Optimization
Asset Management
Markov Decision Chains
Multistage
Top Venues
Risk Decis. Anal.
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Publications
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Amogh Deshpande
,
Saul Jacka
Game-theoretic approach to risk-sensitive benchmarked asset management.
Risk Decis. Anal.
5 (4) (2014)
Saul Jacka
,
Abdelkarem Berkaoui
,
Jon Warren
No arbitrage and closure results for trading cones with transaction costs.
Finance Stochastics
12 (4) (2008)