A discontinuous mispricing model under asymmetric information
Year of publication: |
2015
|
---|---|
Authors: | Buckley, Winston S. ; Long, Hongwei |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 243.2015, 3 (16.6.), p. 944-955
|
Subject: | Mispricing | Levy jumps | Asymmetric information | Optimal portfolio | Expected utility | Portfolio-Management | Portfolio selection | Theorie | Theory | Asymmetrische Information | CAPM |
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