An M-ary detection approach for asset allocation (Q660845)
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scientific article; zbMATH DE number 6003391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An M-ary detection approach for asset allocation |
scientific article; zbMATH DE number 6003391 |
Statements
An M-ary detection approach for asset allocation (English)
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5 February 2012
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asset allocation
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M-ary detection
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model uncertainty
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hidden Markov chain
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filtering
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HJB dynamic programming
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