An M-ary detection approach for asset allocation (Q660845)
From MaRDI portal
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
