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

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An M-ary detection approach for asset allocation
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    title
    An M-ary detection approach for asset allocation (English)
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    author
    Robert J. Elliott
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    Tak Kuen Siu
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    publication date
    5 February 2012
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    Mathematics Subject Classification ID
    91G10
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    65C40
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    93E20
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    49L20
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    zbMATH DE Number
    6003391
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    zbMATH Keywords
    asset allocation
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    M-ary detection
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    model uncertainty
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    hidden Markov chain
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    filtering
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    HJB dynamic programming
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    OpenAlex ID
    W1971279552
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