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Portfolio optimization for a large investor under partial information and price impact
Eksi, Zehra; Ku, Hyejin - In: Mathematical methods of operations research 86 (2017) 3, pp. 601-623
Persistent link: https://www.econbiz.de/10011793402
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Optimal management of durable pollution
Shah, Sudhir A. - In: Journal of economic dynamics & control 29 (2005) 6, pp. 1121-1164
Persistent link: https://www.econbiz.de/10002855744
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Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl; Hsiao, Chih-ying - 2010
Persistent link: https://www.econbiz.de/10008663099
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Imperfect information and saving in a small open economy
Daude, Christian; Roitman, Agustin - 2011
Persistent link: https://www.econbiz.de/10009486211
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Regime switching term structure model under partial information
Futami, Hidenori - In: International journal of theoretical and applied finance 14 (2011) 2, pp. 265-294
Persistent link: https://www.econbiz.de/10008992165
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Markov stationary equilibria in stochastic supermodular games with imperfect private and public information
Balbus, Lukasz; Reffett, Kevin L.; Woźny, Łukasz - In: Dynamic games and applications : DGA 3 (2013) 2, pp. 187-206
Persistent link: https://www.econbiz.de/10010188176
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A one-factor conditionally linear commodity pricing model under partial information
Kato, Takashi; Sekine, Jun; Yamamoto, Hiromitsu - In: Asia-Pacific financial markets 21 (2014) 2, pp. 151-174
Persistent link: https://www.econbiz.de/10010358423
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Expected log-utility maximization under incomplete information and with Cox-process observations
Fujimoto, Kazufumi; Nagai, Hideo; Runggaldier, Wolfgang J. - In: Asia-Pacific financial markets 21 (2014) 1, pp. 35-66
Persistent link: https://www.econbiz.de/10010358462
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On repeated games with imperfect public monitoring : from discrete to continuous time
Staudigl, Mathias; Steg, Jan-Henrik - 2014
Motivated by recent path-breaking contributions in the theory of repeated games in continuous time, this paper presents …
Persistent link: https://www.econbiz.de/10010406212