An M-ary detection approach for asset allocation (Q660845): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.camwa.2011.06.055 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1971279552 / rank | |||
Normal rank |
Revision as of 19:24, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An M-ary detection approach for asset allocation |
scientific article |
Statements
An M-ary detection approach for asset allocation (English)
0 references
5 February 2012
0 references
asset allocation
0 references
M-ary detection
0 references
model uncertainty
0 references
hidden Markov chain
0 references
filtering
0 references
HJB dynamic programming
0 references