Dimension reduction in discrete time portfolio optimization with partial information (Q2873154)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dimension reduction in discrete time portfolio optimization with partial information |
scientific article; zbMATH DE number 6249485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dimension reduction in discrete time portfolio optimization with partial information |
scientific article; zbMATH DE number 6249485 |
Statements
23 January 2014
0 references
filtering
0 references
fast mean reversion
0 references
partial information
0 references
portfolio optimization
0 references
approximate dynamic programming
0 references
dimension reduction
0 references
0.8958342
0 references
0.8922017
0 references
0.89155924
0 references
0.8894415
0 references
0.88127947
0 references
0.87928295
0 references
0.87917435
0 references
Dimension reduction in discrete time portfolio optimization with partial information (English)
0 references
