Open AccessPortfolio optimization under partial information with expert opinions: a dynamic programming approach
Author(s) -
Rüdiger Frey,
Abdelali Gabih,
Ralf Wunderlich
Publication year - 2014
Publication title -
communications on stochastic analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.224
H-Index - 10
eISSN - 2688-6669
pISSN - 0973-9599
DOI - 10.31390/cosa.8.1.04
Subject(s) - dynamic programming , portfolio , computer science , portfolio optimization , mathematical optimization , mathematics , economics , algorithm , financial economics
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