Continuous-time mean-variance portfolio selection with partial information
Wan-Kai Pang; Yuan-Hua Ni; Xun Li; Ka-Fai Cedric Yiu
| Year of publication: |
2014
|
|---|---|
| Authors: | Pang, Wan-Kai ; Ni, Yuan-Hua ; Li, Xun ; Yiu, Ka-Fai Cedric |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 4.2014, 5, p. 353-365
|
| Subject: | Mean-Variance Portfolio Selection | Partial Information | Filtering | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011312406