Goel, Mayank and Kumar, K.  Suresh <br/><br/>
Risk sensitive portfolio optimisation problem with stochastic interest rate 
 J5205  2006 

 -  2006 
 - 263-282  V.  5  Issue.   3 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance
<br/><br/><label>Subjects--Index Terms: </label>Portfolio optimisation;Risk sensitive control;Stochastic interest rate;