Intertemporal asset allocation when the underlying factors are unobservable
Year of publication: |
2007
|
---|---|
Authors: | Chiarella, Carl ; Hsiao, Chih-ying ; Semmler, Willi |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 29.2007, 3/4, p. 383-418
|
Subject: | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Zustandsraummodell | State space model |
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