Portfolio selection with imperfect information: A hidden Markov model
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Publication:2863717
DOI10.1002/asmb.885zbMath1276.91091OpenAlexW2061506349MaRDI QIDQ2863717
Ethem Çanakoğlu, Süleyman Özekici
Publication date: 3 December 2013
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.885
Dynamic programming (90C39) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Portfolio theory (91G10)
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Cites Work
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