OPTIMAL LOGARITHMIC UTILITY AND OPTIMAL PORTFOLIOS FOR AN INSIDER IN A STOCHASTIC VOLATILITY MARKET (Q3023916)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: OPTIMAL LOGARITHMIC UTILITY AND OPTIMAL PORTFOLIOS FOR AN INSIDER IN A STOCHASTIC VOLATILITY MARKET |
scientific article; zbMATH DE number 2186803
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | OPTIMAL LOGARITHMIC UTILITY AND OPTIMAL PORTFOLIOS FOR AN INSIDER IN A STOCHASTIC VOLATILITY MARKET |
scientific article; zbMATH DE number 2186803 |
Statements
OPTIMAL LOGARITHMIC UTILITY AND OPTIMAL PORTFOLIOS FOR AN INSIDER IN A STOCHASTIC VOLATILITY MARKET (English)
0 references
6 July 2005
0 references
Malliavin calculus
0 references
analysis on Wiener space
0 references
insider trading
0 references
portfolio optimization
0 references
0 references
0 references
0.8367846608161926
0 references
0.8280410766601562
0 references
0.8204953074455261
0 references
0.8067452311515808
0 references
0.8061644434928894
0 references
