Fingerprint
Dive into the research topics of 'Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model
Yang Shen*, Tak Kuen Siu
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review
9
Citations
(Scopus)