Dimension reduction in discrete time portfolio optimization with partial information (Q2873154)
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scientific article; zbMATH DE number 6249485
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| default for all languages | No label defined |
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| English | Dimension reduction in discrete time portfolio optimization with partial information |
scientific article; zbMATH DE number 6249485 |
Statements
23 January 2014
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filtering
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fast mean reversion
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partial information
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portfolio optimization
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approximate dynamic programming
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dimension reduction
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0.8958342
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0.8922017
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0.89155924
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0.8910064
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0.8894415
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0.88127947
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0.88054836
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0.87928295
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0.87917435
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Dimension reduction in discrete time portfolio optimization with partial information (English)
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