Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923)
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scientific article; zbMATH DE number 7078088
Language | Label | Description | Also known as |
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English | Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information |
scientific article; zbMATH DE number 7078088 |
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Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (English)
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10 July 2019
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utility maximization
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regime-switching
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market sentiment
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partial information
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piecewise deterministic Markov processes
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