The Relaxed Investor with Partial Information
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Recommendations
- The relaxed investor and parameter uncertainty
- Optimal investment under partial information
- Time-consistent investment strategy under partial information
- Optimal investment and consumption under partial information
- Making inflexible investment decisions with incomplete information
- Optimal consumption and investment under partial information
- Optimal trading strategy for an investor: the case of partial information
- Partially informed investors: hedging in an incomplete market with default
Cited in
(7)- Approximation for portfolio optimization in a financial market with shot-noise jumps
- Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading
- Power utility maximization in exponential Lévy models: Convergence of discrete-time to continuous-time maximizers
- Complete markets do not allow free cash flow streams
- Exact and approximate hidden Markov chain filters based on discrete observations
- Optimal diversification in the presence of parameter uncertainty for a risk averse investor
- Perturbation analysis for investment portfolios under partial information with expert opinions
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