"Portfolio Optimization Under Partial Information and Convex Constraints in ..."

Jörn Sass (2005)

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DOI: 10.1007/3-540-32539-5_36

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Jörn Sass:
Portfolio Optimization Under Partial Information and Convex Constraints in a Hidden Markov Model. OR 2005: 223-228

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