Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions
Year of publication: |
2017
|
---|---|
Authors: | Papanicolaou, Andrew |
Other Persons: | Sircar, Ronnie (contributor) ; Fouque, Jean-Pierre (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Unvollkommene Information | Incomplete information |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: SIAM J. Control Optim., 55(3), (2017) pp. 1534–1566 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 29, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2532051 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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