Optimal portfolio choice for unobservable and regime-switching mean returns (Q951435)
From MaRDI portal
!
WARNING
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 5356888
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
24 October 2008
0 references
regime switching
0 references
optimal consumption and portfolio
0 references
incomplete information
0 references
degenerate partial differential equation
0 references
stochastic flows
0 references
0.8511213064193726
0 references
0.8417709469795227
0 references
0.8121650815010071
0 references
0.8026421666145325
0 references
