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Citation: Nagai, Hideo et Peng, Shige, Risk-Sinsitive Dynamic Portfolio Optimization with Partial Information on Infinite Time Horizon, Annals of applied probability , 12(1), 2002, pp. 173-195

Authors: Nagai, Hideo

Citation: Nagai, Hideo, Downside risk minimization via a large deviations approach, Annals of applied probability , 22(2), 2012, pp. 608-669