Special Issue Paper
Portfolio selection with imperfect information: A hidden Markov model
Article first published online: 8 MAR 2011
Copyright © 2011 John Wiley & Sons, Ltd.
Applied Stochastic Models in Business and Industry
Special Issue: Games and Decisions in Risk and Reliability Analysis
Volume 27, Issue 2, pages 95–114, March/April 2011
How to Cite
Çanakoğlu, E. and Özekici, S. (2011), Portfolio selection with imperfect information: A hidden Markov model. Appl. Stochastic Models Bus. Ind., 27: 95–114. doi: 10.1002/asmb.885
- Issue published online: 13 APR 2011
- Article first published online: 8 MAR 2011
- Manuscript Accepted: 22 JAN 2011
- Manuscript Revised: 8 DEC 2010
- Manuscript Received: 31 JAN 2010
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