Portfolio optimization under partial information and convex constraints in a hidden Markov model
Jörn Sass
| Year of publication: |
2006
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|---|---|
| Authors: | Sass, Jörn |
| Published in: |
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005. - Berlin : Springer, ISBN 3-540-32537-9. - 2006, p. 223-228
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| Subject: | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Unvollkommene Information | Incomplete information | Markov-Kette | Markov chain | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003347537