Portfolio optimization for a large investor controlling market sentiment under partial information (Q4968923)
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scientific article; zbMATH DE number 7078088
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| English | Portfolio optimization for a large investor controlling market sentiment under partial information |
scientific article; zbMATH DE number 7078088 |
Statements
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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0.894169807434082
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0.7890700101852417
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0.7847099900245667
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0.7757121324539185
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0.7679758071899414
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