Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261)

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Dynamic portfolio choice under ambiguity and regime switching mean returns
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    title
    Dynamic portfolio choice under ambiguity and regime switching mean returns (English)
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    author
    Hening Liu
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    publication date
    22 March 2011
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    Mathematics Subject Classification ID
    91G10
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    91B16
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    60H30
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    zbMATH DE Number
    5869236
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    zbMATH Keywords
    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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