Optimal investment with inside information and parameter uncertainty

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Publication:1932530


DOI10.1007/s11579-010-0025-yzbMath1255.91446arXiv0911.3117MaRDI QIDQ1932530

Yanyan Li

Publication date: 20 January 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.3117


91G80: Financial applications of other theories

91G10: Portfolio theory


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