A theory of optimal timing and selectivity

DOI10.1016/S0165-1889(98)00050-5zbMATH Open0921.90015OpenAlexW2038788358MaRDI QIDQ1292224FDOQ1292224

Authors: George Chacko, Sanjiv R. Das 

Publication date: 20 June 1999

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(98)00050-5

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zbMATH Keywords

continuous timeoptimal portfoliolong and short investment horizons

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Model of Intertemporal Asset Prices Under Asymmetric Information
• Intertemporal asset pricing with heterogeneous beliefs
• Effects of financial innovations on market volatility when beliefs are heterogeneous
• Further results on asset pricing with incomplete information

Cited In (3)

• Incomplete information equilibria: separation theorems and other myths
• A rational theory of mutual funds' attention allocation
• Information and investment under uncertainty

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