Optimal portfolio policies under bounded expected loss and partial information
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Publication:5962146
DOI10.1007/s00186-010-0300-yzbMath1209.91151OpenAlexW2080292957MaRDI QIDQ5962146
Publication date: 21 September 2010
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-010-0300-y
Filtering in stochastic control theory (93E11) Financial applications of other theories (91G80) Portfolio theory (91G10)
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