Title of article
Optimal portfolio choice for unobservable and regime-switching mean returns
Author/Authors
Toshiki Honda، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
34
From page
45
To page
78
Keywords
Optimal consumption and portfolio , Regime switching , incomplete information , Degeneratepartial di1erential equation , Stochastic 3ows
Journal title
Journal of Economic Dynamics and Control
Serial Year
2003
Journal title
Journal of Economic Dynamics and Control
Record number
238531
Link To Document