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Utility maximization under risk constraints and incomplete information for a market with a change point
Janke, Oliver - In: Applied mathematical finance 24 (2017) 5/6, pp. 451-484
Persistent link: https://www.econbiz.de/10011815289
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Uncertain prospects ranking and portfolio analysis under the conditions of partial information
Colson, Gérard; Zelený, Milan - 1980
Persistent link: https://www.econbiz.de/10013278212
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Portfolio optimization under partial uncertainty and incomplete information : a probability multimeasure-based approach
La Torre, Davide; Mendivil, Franklin - In: Managerial multiple objective optimization, (pp. 267-279). 2018
Persistent link: https://www.econbiz.de/10011897021
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Computing best bounds for nonlinear risk measures with partial information
Wong, Man Hong; Zhang, Shuzhong - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 204-212
Persistent link: https://www.econbiz.de/10009736115
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Incomplete information in a long run risks model of asset pricing
Bidarkota, Prasad V. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003734313
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Optimal investment under partial information and robust VAR-type constraint
Bäuerle, Nicole; Chen, An - In: International journal of theoretical and applied … 26 (2023) 4/5, pp. 1-18
Persistent link: https://www.econbiz.de/10014497281
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Optimal risk asset allocation of a loss-averse bank with partial information under inflation risk
Huang, Jia; Chen, Zheng - In: Finance research letters 38 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012490543
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Mean-variance portfolio selection under partial information with drift uncertainty
Xiong, Jie; Xu, Zuo Quan; Zheng, Jiayu - In: Quantitative finance 21 (2021) 9, pp. 1461-1473
Persistent link: https://www.econbiz.de/10012624147
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Biased learning under ambiguous information
Chen, Jaden Yang - In: Journal of economic theory 203 (2022), pp. 1-30
Persistent link: https://www.econbiz.de/10013374966
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Biased Learning under Ambiguous Information
Chen, Jaden Yang - 2021
This paper proposes a model of how biased individuals update beliefs in the presence of informational ambiguity. Individuals are ambiguous about the actual signal-generating process and interpret signals according to the model that can best support their biases. This paper provides a complete...
Persistent link: https://www.econbiz.de/10013234442