DYNAMIC OPTIMAL PORTFOLIO WITH LEARNING IN UNOBSERVABLE FACTOR MODELS
Master's
محفوظ في:
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | |
| التنسيق: | Theses and Dissertations |
| اللغة: | English |
| منشور في: |
2018
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| الموضوعات: | |
| الوصول للمادة أونلاين: | http://scholarbank.nus.edu.sg/handle/10635/146937 |
| الوسوم: |
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sg-nus-scholar.10635-146937 |
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sg-nus-scholar.10635-1469372024-10-26T18:17:19Z DYNAMIC OPTIMAL PORTFOLIO WITH LEARNING IN UNOBSERVABLE FACTOR MODELS ASHRI PUTRI RAHADI ANALYTICS & OPERATIONS ANDREW EE BENG LIM approximate dynamic programming, stochastic control, portfolio optimization, markov chain monte carlo, hidden factor models, bayesian learning Master's MASTER OF SCIENCE (BUSINESS) 2018-08-31T18:00:40Z 2018-08-31T18:00:40Z 2018-05-04 Thesis ASHRI PUTRI RAHADI (2018-05-04). DYNAMIC OPTIMAL PORTFOLIO WITH LEARNING IN UNOBSERVABLE FACTOR MODELS. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/146937 0000-0002-9849-9254 en |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
approximate dynamic programming, stochastic control, portfolio optimization, markov chain monte carlo, hidden factor models, bayesian learning |
| spellingShingle |
approximate dynamic programming, stochastic control, portfolio optimization, markov chain monte carlo, hidden factor models, bayesian learning ASHRI PUTRI RAHADI DYNAMIC OPTIMAL PORTFOLIO WITH LEARNING IN UNOBSERVABLE FACTOR MODELS |
| description |
Master's |
| author2 |
ANALYTICS & OPERATIONS |
| author_facet |
ANALYTICS & OPERATIONS ASHRI PUTRI RAHADI |
| format |
Theses and Dissertations |
| author |
ASHRI PUTRI RAHADI |
| author_sort |
ASHRI PUTRI RAHADI |
| title |
DYNAMIC OPTIMAL PORTFOLIO WITH LEARNING IN UNOBSERVABLE FACTOR MODELS |
| title_short |
DYNAMIC OPTIMAL PORTFOLIO WITH LEARNING IN UNOBSERVABLE FACTOR MODELS |
| title_full |
DYNAMIC OPTIMAL PORTFOLIO WITH LEARNING IN UNOBSERVABLE FACTOR MODELS |
| title_fullStr |
DYNAMIC OPTIMAL PORTFOLIO WITH LEARNING IN UNOBSERVABLE FACTOR MODELS |
| title_full_unstemmed |
DYNAMIC OPTIMAL PORTFOLIO WITH LEARNING IN UNOBSERVABLE FACTOR MODELS |
| title_sort |
dynamic optimal portfolio with learning in unobservable factor models |
| publishDate |
2018 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/146937 |
| _version_ |
1821224337864130560 |