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

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-.1007/s11579-010-0025-y
@@ Property / DOI: 10.1007/s11579-010-0025-y / rank @@
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+MaRDI publication profile
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+W2144417223
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+.3117
@@ Property / arXiv ID: 0911.3117 / rank @@
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@@ Property / cites work @@
+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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@@ Property / cites work @@
+Additional logarithmic utility of an insider
@@ Property / cites work: Additional logarithmic utility of an insider / rank @@
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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
@@ Property / cites work: Optimal investment under partial information / rank @@
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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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@@ Property / cites work @@
+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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@@ Property / cites work @@
+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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@@ Property / cites work @@
+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
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@@ Property / cites work @@
+Optimal trading strategy for an investor: the case of partial information
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@@ Property / cites work @@
+Q4522393
@@ Property / cites work: Q4522393 / rank @@
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@@ Property / cites work @@
+Random times and enlargements of filtrations in a Brownian setting.
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@@ Property / cites work @@
+Utility-Based Valuation and Hedging of Basis Risk With Partial Information
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@@ Property / cites work @@
+Optimal portfolio in partially observed stochastic volatility models.
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@@ Property / cites work @@
+Anticipative portfolio optimization
@@ Property / cites work: Anticipative portfolio optimization / rank @@
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@@ Property / cites work @@
+The relaxed investor and parameter uncertainty
@@ Property / cites work: The relaxed investor and parameter uncertainty / rank @@
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+Mean‐Variance Portfolio Selection under Partial Information
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@@ Property / cites work @@
+Q3126393
@@ Property / cites work: Q3126393 / rank @@
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@@ Property / DOI @@
+.1007/S11579-010-0025-Y
@@ Property / DOI: 10.1007/S11579-010-0025-Y / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1932530