Media type: E-Article Title: Signal-to-noise matrix and model reduction in continuous-time hidden Markov models Contributor: Leoff, Elisabeth [Author]; Ruderer, Leonie [Author]; Sass, Jörn [Author] Published: 2022 Published in: Mathematical methods of operations research ; 95(2022), 2 vom: Apr., Seite 327-359 Language: English DOI: 10.1007/s00186-022-00784-y Identifier: Keywords: Hidden Markov model ; Mutual fund ; Portfolio optimization ; Regime switching ; Stochastic filtering ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access