Multi-period portfolio selection with hidden Markov regime switching and stochastic investment horizon (Q5497710)
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scientific article; zbMATH DE number 6401693
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| English | Multi-period portfolio selection with hidden Markov regime switching and stochastic investment horizon |
scientific article; zbMATH DE number 6401693 |
Statements
11 February 2015
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hidden Markov regime switching
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Lagrange approach
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portfolio selection
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0.8888087868690491
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0.8724102973937988
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0.8671213388442993
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0.8123569488525391
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