Multi-period mean variance portfolio selection under incomplete information (Q4620169)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multi-period mean variance portfolio selection under incomplete information |
scientific article; zbMATH DE number 7015464
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multi-period mean variance portfolio selection under incomplete information |
scientific article; zbMATH DE number 7015464 |
Statements
Multi‐period mean variance portfolio selection under incomplete information (English)
0 references
8 February 2019
0 references
hidden Markov chain
0 references
regime switching
0 references
sufficient statistics
0 references
portfolio optimization
0 references
0.8888087868690491
0 references
0.8631488084793091
0 references
0.8499300479888916
0 references
0.8457165360450745
0 references
0.8119748830795288
0 references
