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

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