Skip to content
Log in
Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

Łukasz Stettner

View on Semantic Scholar

1 paper indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Preprint Aug 2026

Long-run risk-sensitive portfolio optimisation with proportional transaction costs and log L\'{e}vy asset prices

We study a long-run risk-sensitive portfolio problem with proportional transaction costs in a continuous-time market whose log-prices are given as a L\'{e}vy process, and rebalancing is possible only at random moments of investment opportunities. Using a Schauder fixed-point argument, we solve the ergodic Bellman equat...

Damian Jelito, Łukasz Stettner · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.