Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions.
Jean-Pierre FouqueA. PapanicolaouRonnie SircarPublished in: SIAM J. Control. Optim. (2017)
Keyphrases
- partial information
- expert opinions
- investment decisions
- incomplete information
- optimal portfolio
- financial reports
- investment strategies
- portfolio selection
- decision making
- portfolio optimization
- portfolio management
- return on investment
- long run
- multi agent systems
- portfolio assessment
- information retrieval systems
- general purpose
- learning algorithm