Mean–variance portfolio selection with dynamic attention behavior in a hidden Markov model
- Award ID(s):
- 2114649
- NSF-PAR ID:
- 10393573
- Date Published:
- Journal Name:
- Automatica
- Volume:
- 146
- Issue:
- C
- ISSN:
- 0005-1098
- Page Range / eLocation ID:
- 110629
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1016/j.automatica.2022.110629
