Optimal portfolio choice for unobservable and regime-switching mean returns
Toshiki Honda
| Year of publication: |
2003
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|---|---|
| Authors: | Honda, Toshiki |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 28.2003, 1, p. 45-78
|
| Subject: | Portfolio-Management | Portfolio selection | Unvollkommene Information | Incomplete information | Markov-Kette | Markov chain | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001794316