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A portfolio theory of route choice

โœ Scribed by Levinson, David; Zhu, Shanjiang

Book ID
121742176
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
882 KB
Volume
35
Category
Article
ISSN
0968-090X

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A method for portfolio choice
A method for portfolio choice
โœ Robert Elliott; Juri Hinz ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 157 KB

## Abstract This paper shows how one can use the theory of hidden Markov models for portfolio optimization. We illustrate our method by a ball and urn experiment. An application to historical data is examined. Copyright ยฉ 2003 John Wiley & Sons, Ltd.