Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions (Q5346507): Difference between revisions

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Revision as of 21:45, 13 July 2024

scientific article; zbMATH DE number 6722997
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Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions
scientific article; zbMATH DE number 6722997

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    Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions (English)
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    24 May 2017
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    filtering
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    control
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    Hamilton-Jacobi-Bellman equation
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    portfolio optimization
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    partial information
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    expert opinions
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