Expected log-utility maximization under incomplete information and with Cox-process observations (Q2254308)

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Expected log-utility maximization under incomplete information and with Cox-process observations
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    Expected log-utility maximization under incomplete information and with Cox-process observations (English)
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    4 February 2015
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    portfolio optimization
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    stochastic control
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    incomplete information
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    regime-switching models
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    Cox-process observations
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    random trading times
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