Performance analysis of the optimal strategy under partial information (Q2976133)
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scientific article; zbMATH DE number 6705620
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Performance analysis of the optimal strategy under partial information |
scientific article; zbMATH DE number 6705620 |
Statements
PERFORMANCE ANALYSIS OF THE OPTIMAL STRATEGY UNDER PARTIAL INFORMATION (English)
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13 April 2017
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optimal trading strategy
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partial observation
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Sharpe ratio
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stochastic calculus
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0.7876598238945007
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0.7799502611160278
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0.7733298540115356
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0.7654589414596558
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0.7652692198753357
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