Optimal Risk Taking with Flexible Income.

Jaksa Cvitanic Levon Goukasian Fernando Zapatero

Published in: Manag. Sci. (2007)

Keyphrases

conditional expectation
closed form
dynamic programming
neural network
lightweight
risk management
optimal control
optimal design
machine learning
information retrieval
case study
multiscale
multi agent
optimal solution
worst case
risk assessment