Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study (Q6567280)
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scientific article; zbMATH DE number 7876170
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| English | Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study |
scientific article; zbMATH DE number 7876170 |
Statements
Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study (English)
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4 July 2024
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portfolio optimization
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insider trading
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anticipating stochastic calculus
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quantitative finance
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0.7577054500579834
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0.7402360439300537
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0.6867606043815613
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0.6798622608184814
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0.6767942905426025
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