مرکز منطقه ای اطلاع رساني علوم و فناوري - Optimal portfolio choice for unobservable and regime-switching mean returns

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 :

From page :

To page :

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 :