Portfolio optimization under partial information with expert opinions
Rüdiger Frey; Abdelali Gabih; Ralf Wunderlich
| Year of publication: |
2012
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|---|---|
| Authors: | Frey, Rüdiger ; Gabih, Abdelali ; Wunderlich, Ralf |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 15.2012, 1, p. 1-18
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| Subject: | Portfolio optimization | hidden Markov model | dynamic programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Markov-Kette | Markov chain | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming | Unvollkommene Information | Incomplete information |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10009562133