Optimal investment with noise trading risk (Q732810): Difference between revisions

@@ Property / author @@
+Zhong-Fei Li
@@ Property / author: Zhong-Fei Li / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11424-008-9132-8
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@@ Property / OpenAlex ID @@
+W2025824195
@@ Property / OpenAlex ID: W2025824195 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
+Normal rank
@@ Property / cites work @@
+Autocorrelated Returns and Optimal Intertemporal Portfolio Choice
+Normal rank
@@ Property / cites work @@
+Portfolio optimization in stochastic markets
@@ Property / cites work: Portfolio optimization in stochastic markets / rank @@
+Normal rank
@@ Property / cites work @@
+Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach
+Normal rank
@@ Property / cites work @@
+Discrete time market with serial correlations and optimal myopic strategies
+Normal rank
@@ Property / cites work @@
+Multi-period optimization portfolio with bankruptcy control in stochastic market
+Normal rank
@@ Property / cites work @@
+Consumption and Portfolio Decisions when Expected Returns are Time Varying
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@@ Property / cites work @@
+Estimation of the mean of a multivariate normal distribution
+Normal rank