Multi‐period mean variance portfolio selection under incomplete information (Q4620169)
From MaRDI portal
scientific article; zbMATH DE number 7015464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi‐period mean variance portfolio selection under incomplete information |
scientific article; zbMATH DE number 7015464 |
Statements
Multi‐period mean variance portfolio selection under incomplete information (English)
0 references
8 February 2019
0 references
hidden Markov chain
0 references
regime switching
0 references
sufficient statistics
0 references
portfolio optimization
0 references
