Portfolio optimization in a semi-Markov modulated market (Q843965)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization in a semi-Markov modulated market |
scientific article |
Statements
Portfolio optimization in a semi-Markov modulated market (English)
0 references
18 January 2010
0 references
risk-sensitive control
0 references
semi-Markov process
0 references
fixed income securities
0 references
nonnegative factors
0 references
