Mean‐Variance Portfolio Selection under Partial Information (Q5444229)
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scientific article; zbMATH DE number 5240374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean‐Variance Portfolio Selection under Partial Information |
scientific article; zbMATH DE number 5240374 |
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Mean‐Variance Portfolio Selection under Partial Information (English)
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25 February 2008
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mean-variance portfolio selection
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partial information
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nonlinear filtering
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backward stochastic differential equation
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particle system representation particle system representation
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