Consumption utility-based pricing and timing of the option to invest with partial information (Q431904): Difference between revisions

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+The Role of Learning in Dynamic Portfolio Decisions *
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+Investment Timing Under Incomplete Information
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+Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
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+Controlled Markov processes and viscosity solutions
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+VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
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+Valuing the option to invest in an incomplete market
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+Real options with constant relative risk aversion
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+Comment on “Investment Timing Under Incomplete Information”
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+Q3910361
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+Optimal trading strategy for an investor: the case of partial information
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+Q4139359
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+Optimum consumption and portfolio rules in a continuous-time model
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+Optimal hedging and parameter uncertainty
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+On some recent aspects of stochastic control and their applications
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+Continuous-time stochastic control and optimization with financial applications
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+Pricing Via Utility Maximization and Entropy
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+Mean‐Variance Portfolio Selection under Partial Information
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+OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS
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