Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model (Q2097791)
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scientific article; zbMATH DE number 7616422
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| English | Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model |
scientific article; zbMATH DE number 7616422 |
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Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model (English)
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14 November 2022
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mean-variance portfolio selection
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dynamic attention behavior
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extended HJB equation
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Markov chain approximation
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hidden Markov model
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0.7919043898582458
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0.7840282320976257
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0.772757887840271
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0.7721235156059265
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0.7686753869056702
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