Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty |
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Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (English)
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30 August 2019
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optimal portfolio choice
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optimal execution
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optimal portfolio liquidation
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optimal portfolio transition
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Bayesian learning
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online learning
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stochastic optimal control
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Hamilton-Jacobi-Bellman equations
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