PORTFOLIO OPTIMIZATION UNDER PARTIAL INFORMATION WITH EXPERT OPINIONS (Q5389106): Difference between revisions

@@ Property / cites work @@
+Optimal investment under partial information
@@ Property / cites work: Optimal investment under partial information / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio selection under incomplete information
@@ Property / cites work: Portfolio selection under incomplete information / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment with inside information and parameter uncertainty
+Normal rank
@@ Property / cites work @@
+Measure change estimates for hidden Markov models
@@ Property / cites work: Measure change estimates for hidden Markov models / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+An <I>ε</I>-Optimal Portfolio with Stochastic Volatility
+Normal rank
@@ Property / cites work @@
+Optimal trading strategy for an investor: the case of partial information
+Normal rank
@@ Property / cites work @@
+Optimal portfolio policies under bounded expected loss and partial information
+Normal rank
@@ Property / cites work @@
+Comparison and robustification of Bayes and Black-Litterman models
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024911006486
+Normal rank
@@ Property / OpenAlex ID @@
+W2138332759
@@ Property / OpenAlex ID: W2138332759 / rank @@
+Normal rank