Optimal portfolio choice for unobservable and regime-switching mean returns
| Year of publication: |
2003
|
|---|---|
| Authors: | Honda, Toshiki |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 28.2003, 1, p. 45-78
|
| Publisher: |
Elsevier |