Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model (Q2097791)
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| Language | Label | Description | Also known as |
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| English | Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model |
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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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