Optimal portfolio choice for unobservable and regime-switching mean returns (Q951435)
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scientific article; zbMATH DE number 5356888
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| English | Optimal portfolio choice for unobservable and regime-switching mean returns |
scientific article; zbMATH DE number 5356888 |
Statements
Optimal portfolio choice for unobservable and regime-switching mean returns (English)
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24 October 2008
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regime switching
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optimal consumption and portfolio
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incomplete information
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degenerate partial differential equation
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stochastic flows
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0.8511213064193726
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0.8417709469795227
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0.8121650815010071
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0.8026421666145325
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