Subject
General Earth and Planetary Sciences,General Environmental Science
Reference33 articles.
1. Portfolio selection with imperfect information: A hidden markov model;S �anakoglu;Applied Stochastic Models in Business and Industry,2010
2. A theory of markovian time-inconsistent stochastic control in discrete time;T Bj�rk;Finance & Stochastics,2014
3. Mean-variance portfolio optimization with state-dependent risk aversion;T Bj�rk;Mathematical Finance,2014
4. On time-inconsistent stochastic control in continuous time;T Bj�rk;Finance & Stochastics,2017