Optimal investment under partial information
Year of publication: |
2010
|
---|---|
Authors: | Björk, Tomas ; Davis, Mark ; Landén, Camilla |
Published in: |
Mathematical Methods of Operations Research. - Springer. - Vol. 71.2010, 2, p. 371-399
|
Publisher: |
Springer |
Subject: | Portfolio | Optimal control | Filtering | Partial information | Stochastic control | Partial observations | Investment |
-
Optimal investment under partial information
Björk, Tomas, (2010)
-
Portfolio optimization for a large investor under partial information and price impact
Eksi, Zehra, (2017)
-
Two-armed restless bandits with imperfect information : stochastic control and indexability
Fryer, Roland G. <Jr.>, (2018)
- More ...
-
Optimal investment under partial information
Björk, Tomas, (2010)
-
Optimal investment under partial information
Björk, Tomas, (2010)
-
On finite dimensional realizations for the term structure of futures prices
Björk, Tomas, (2005)
- More ...