Optimal investment under partial information
Year of publication: |
2010
|
---|---|
Authors: | Björk, Tomas ; Davis, Mark H. A. |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 71.2010, 2, p. 371-399
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Unvollkommene Information | Incomplete information |
-
Incomplete information and the liquidity premium puzzle
Chen, Yingshan, (2021)
-
A generalized earnings-based stock valuation model with learning
Jacoby, Gady, (2017)
-
Janke, Oliver, (2017)
- More ...
-
Optimal investment under partial information
Björk, Tomas, (2010)
-
Optimal investment under partial information
Björk, Tomas, (2010)
-
A simpler characterization of a spectral lower bound on the clique number
Björk, Tomas, (2010)
- More ...