Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261)
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scientific article; zbMATH DE number 5869236
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| English | Dynamic portfolio choice under ambiguity and regime switching mean returns |
scientific article; zbMATH DE number 5869236 |
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Dynamic portfolio choice under ambiguity and regime switching mean returns (English)
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22 March 2011
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hidden Markov model
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Malliavin derivative
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portfolio choice
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recursive multiple priors
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0.8511213064193726
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0.8424193859100342
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0.8291974067687988
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0.8061996102333069
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0.801291286945343
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