Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923)
From MaRDI portal
scientific article; zbMATH DE number 7078088
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information |
scientific article; zbMATH DE number 7078088 |
Statements
Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (English)
0 references
10 July 2019
0 references
utility maximization
0 references
regime-switching
0 references
market sentiment
0 references
partial information
0 references
piecewise deterministic Markov processes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
