An Application of the Forward Integral to an Insider’s Optimal Portfolio with the Dividend

DOI10.1007/978-3-642-22833-9_31zbMath1273.91426OpenAlexW54531101MaRDI QIDQ2838668

Yong Liang, Dengfeng Xia, Hongjian Liu, Weiyin Fei

Publication date: 10 July 2013

Published in: Advances in Intelligent and Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-22833-9_31

zbMATH Keywords

filtrationoptimal portfolioinsider tradingdividendforward integrals

Mathematics Subject Classification ID

Portfolio theory (91G10)

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