OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS (Q3523599): Difference between revisions

@@ Property / author @@
-Chao-Qun Ma
@@ Property / author: Chao-Qun Ma / rank @@
-Normal rank
@@ Property / author @@
+Chao-Qun Ma
@@ Property / author: Chao-Qun Ma / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+Optimization Problems in the Theory of Continuous Trading
+Normal rank
@@ Property / cites work @@
+Utility maximization with partial information
@@ Property / cites work: Utility maximization with partial information / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal trading strategy for an investor: the case of partial information
+Normal rank
@@ Property / cites work @@
+A generalized clark representation formula, with application to optimal portfolios
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024901001231
+Normal rank
@@ Property / OpenAlex ID @@
+W1984726219
@@ Property / OpenAlex ID: W1984726219 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3523599