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

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