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

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