Optimal investment with inside information and parameter uncertainty (Q1932530): Difference between revisions

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+W2144417223
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+.3117
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+Strategic insider trading equilibrium: a filter theory approach
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+A monetary value for initial information in portfolio optimization
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+Additional logarithmic utility of an insider
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+The Shannon information of filtrations and the additional logarithmic utility of insiders
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+The financial value of a weak information on a financial market
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+Optimal investment under partial information
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+Portfolio selection under incomplete information
@@ Property / cites work: Portfolio selection under incomplete information / rank @@
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+Some results on quadratic hedging with insider trading
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+Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling
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+Continuous auctions and insider trading: uniqueness and risk aversion
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+Additional utility of insiders with imperfect dynamical information
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+Stock market insider trading in continuous time with imperfect dynamic information
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+Comparison of insiders' optimal strategies depending on the type of side-information
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+Random times at which insiders can have free lunches
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+Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches
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+UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Continuous Auctions and Insider Trading
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+Optimal trading strategy for an investor: the case of partial information
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+Q4522393
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+Random times and enlargements of filtrations in a Brownian setting.
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+Utility-Based Valuation and Hedging of Basis Risk With Partial Information
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+Optimal portfolio in partially observed stochastic volatility models.
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+Anticipative portfolio optimization
@@ Property / cites work: Anticipative portfolio optimization / rank @@
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+The relaxed investor and parameter uncertainty
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+Mean‐Variance Portfolio Selection under Partial Information
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+Q3126393
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+Publication:1932530