Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261): Difference between revisions

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Latest revision as of 22:17, 3 July 2024

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Dynamic portfolio choice under ambiguity and regime switching mean returns
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    Dynamic portfolio choice under ambiguity and regime switching mean returns (English)
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    22 March 2011
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    hidden Markov model
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    Malliavin derivative
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    portfolio choice
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    recursive multiple priors
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