A method for portfolio choice (Q4455498)
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scientific article; zbMATH DE number 2058931
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A method for portfolio choice |
scientific article; zbMATH DE number 2058931 |
Statements
A method for portfolio choice (English)
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16 March 2004
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hidden Markov models
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portfolio optimization
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logarithmic utility
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ball and urn experiment
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