Optimal portfolio choice with absorbing Markov chains : application to markets that may potentially decouple
Andrew Ang, Henry Shen, Jeff Shen and Rui Zhao
| Year of publication: |
2024
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|---|---|
| Authors: | Ang, Andrew ; Shen, Henry ; Shen, Jeff ; Zhao, Rui |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 22.2024, 2, p. 4-24
|
| Subject: | Portfolio-Management | Portfolio selection | 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/10015084110