Optimal Smooth Portfolio Selection for an Insider (Q5440646)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5232351
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal Smooth Portfolio Selection for an Insider |
scientific article; zbMATH DE number 5232351 |
Statements
Optimal Smooth Portfolio Selection for an Insider (English)
0 references
5 February 2008
0 references
insider trading
0 references
optimal portfolio
0 references
enlargement of filtration
0 references
log utility
0 references
information flow
0 references
0.8728541731834412
0 references
0.8367846608161926
0 references
0.8231015801429749
0 references
0.8196662068367004
0 references
0.7951863408088684
0 references
