Bayesian learning in dynamic portfolio selection under a minimax rule (Q6995293)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 8029131
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian learning in dynamic portfolio selection under a minimax rule |
scientific article; zbMATH DE number 8029131 |
Statements
Bayesian learning in dynamic portfolio selection under a minimax rule (English)
0 references
22 April 2025
0 references
investment analysis
0 references
Bayesian learning
0 references
parameter uncertainty
0 references
\(l_{\infty}\) risk function
0 references
stochastic dynamic programming
0 references
0 references
0 references
