Pages that link to "Item:Q2863717"
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The following pages link to Portfolio selection with imperfect information: A hidden Markov model (Q2863717):
Displayed 6 items.
- Resource allocation with stochastic optimal control approach (Q291338) (← links)
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- Continuous-time mean-variance asset-liability management with hidden Markovian regime switching (Q1717734) (← links)
- Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
- HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
- Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547) (← links)