A theory of optimal timing and selectivity

DOI10.1016/S0165-1889(98)00050-5MaRDI QIDQ1292224zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

continuous timeoptimal portfoliolong and short investment horizons

Mathematics Subject Classification ID

Economic growth models (91B62)

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Cites work

• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• A Model of Intertemporal Asset Prices Under Asymmetric Information
• Effects of financial innovations on market volatility when beliefs are heterogeneous
• Further results on asset pricing with incomplete information
• Intertemporal asset pricing with heterogeneous beliefs
• Optimum consumption and portfolio rules in a continuous-time model

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(3)

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

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