Sequential binary investment decisions. A Bayesian approach
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Publication:1187682
zbMath0685.90002MaRDI QIDQ1187682
Publication date: 17 September 1992
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
uncertainty; stopping rule; risk aversion; discount factor; optimal timing; optimal investment; planning horizon; Sensitivity analyses; binary dynamic decision; dynamic Bayesian decision models; Dynamic models of investment theory; Monotone transition probabilities; two-asset dynamic portfolio
91B06: Decision theory
91B62: Economic growth models
60G40: Stopping times; optimal stopping problems; gambling theory
90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
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