Pages that link to "Item:Q5697589"
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The following pages link to Portfolio optimization with unobservable Markov-modulated drift process (Q5697589):
Displayed 8 items.
- Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients (Q930670) (← links)
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- Optimal investment under partial information (Q966433) (← links)
- Utility maximization with convex constraints and partial information (Q996765) (← links)
- Optimal consumption and investment under partial information (Q1029540) (← links)
- Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
- NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR <i>n</i> STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE (Q5455262) (← links)
- Optimal portfolio policies under bounded expected loss and partial information (Q5962146) (← links)