Portfolio selection under incomplete information

Stochastic Processes and their Applications

Volumn 116, Issue 5, 2006, Pages 701-723

  Brendle, Simon ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

LINEAR EQUATIONS; OPTIMAL CONTROL SYSTEMS; RANDOM PROCESSES;

BELLMAN EQUATION; OPTIMAL INVESTMENT PROBLEM; OPTIMAL PORTFOLIO POLICY;

PROBLEM SOLVING;

EID: 33645984838     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2005.11.010     Document Type: Article

References (16)

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