Pages that link to "Item:Q2575441"
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The following pages link to A benchmark approach to filtering in finance (Q2575441):
Displaying 6 items.
- A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
- Risk Minimization with Incomplete Information in a Model for High-Frequency Data (Q2707144) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- On the Distributional Characterization of Daily Log‐Returns of a World Stock Index (Q5489325) (← links)
- Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376) (← links)
- On the separation of estimation and control in risk-sensitive investment problems under incomplete observation (Q6586267) (← links)
