Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions (Q5346507)
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scientific article; zbMATH DE number 6722997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions |
scientific article; zbMATH DE number 6722997 |
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Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions (English)
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24 May 2017
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filtering
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control
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Hamilton-Jacobi-Bellman equation
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portfolio optimization
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partial information
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expert opinions
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