Pages that link to "Item:Q2863717"
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The following pages link to Portfolio selection with imperfect information: a hidden Markov model (Q2863717):
Displaying 12 items.
- Resource allocation with stochastic optimal control approach (Q291338) (← links)
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- A bounded risk strategy for a market with non-observable parameters. (Q1413317) (← links)
- Portfolio selection under independent possibilistic information (Q1582676) (← links)
- Continuous-time mean-variance asset-liability management with hidden Markovian regime switching (Q1717734) (← links)
- Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
- HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
- Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547) (← links)
- Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model (Q2097791) (← links)
- PORTFOLIO OPTIMIZATION, HIDDEN MARKOV MODELS, AND TECHNICAL ANALYSIS OF P&F-CHARTS (Q3022050) (← links)
- Multi-period portfolio selection with hidden Markov regime switching and stochastic investment horizon (Q5497710) (← links)
- A simple approach for multi-fidelity experimentation applied to financial engineering (Q6574667) (← links)
