Portfolio selection with imperfect information: a hidden Markov model (Q2863717)
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scientific article; zbMATH DE number 6235477
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| English | Portfolio selection with imperfect information: a hidden Markov model |
scientific article; zbMATH DE number 6235477 |
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3 December 2013
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portfolio optimization
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hidden Markov chain
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sufficient statistics
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dynamic programming
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Portfolio selection with imperfect information: a hidden Markov model (English)
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0.8724102973937988
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0.8631488084793091
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0.8441877365112305
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