Further results on asset pricing with incomplete information
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Publication:809856
DOI10.1016/0165-1889(91)90001-HzbMATH Open0732.90017MaRDI QIDQ809856FDOQ809856
Publication date: 1991
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
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Cited In (18)
- Incomplete information equilibria: separation theorems and other myths
- Interest rate options valuation under incomplete information
- Asset pricing in an intertemporal partially-revealing rational expectations equilibrium.
- Optimal investment management for a defined contribution pension fund under imperfect information
- The effect of estimation in high-dimensional portfolios
- Investment Timing Under Incomplete Information: Erratum
- CERTAINTY EQUIVALENCE AND LOGARITHMIC UTILITIES IN CONSUMPTION/INVESTMENT PROBLEMS
- A theory of optimal timing and selectivity
- Optimal trading strategy for an investor: the case of partial information
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- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
- Continuous-time mean-variance asset-liability management with hidden Markovian regime switching
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