Pages that link to "Item:Q2575441"
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The following pages link to A benchmark approach to filtering in finance (Q2575441):
Displaying 8 items.
- Growth optimal portfolio for unobservable Markov-modulated markets (Q1753737) (← links)
- A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
- A benchmark approach to quantitative finance (Q2509124) (← links)
- Risk minimization with incomplete information in a model for high-frequency data (Q2707144) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- On the Distributional Characterization of Daily Log‐Returns of a World Stock Index (Q5489325) (← links)
- Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376) (← links)
- On the separation of estimation and control in risk-sensitive investment problems under incomplete observation (Q6586267) (← links)