Skip to main navigation Skip to search Skip to main content

Filtering and portfolio optimization with stochastic unobserved drift in asset returns

Research output: Contribution to journal › Article › peer-review

28   Link opens in a new tab Scopus citations

Fingerprint

Dive into the research topics of 'Filtering and portfolio optimization with stochastic unobserved drift in asset returns'. Together they form a unique fingerprint.
Sort by

Keyphrases

Mathematics

Economics, Econometrics and Finance