Asset Allocation with Regime-Switching: Discrete-Time Case (Q4661699)
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scientific article; zbMATH DE number 2149158
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asset Allocation with Regime-Switching: Discrete-Time Case |
scientific article; zbMATH DE number 2149158 |
Statements
Asset Allocation with Regime-Switching: Discrete-Time Case (English)
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30 March 2005
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optimal trading strategy
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power utility function
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finite-state Markovian chain
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Bellman equation
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stochastic order
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0.8269306421279907
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0.8107322454452515
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0.80923992395401
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0.8030105829238892
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0.7947304248809814
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