Further results on asset pricing with incomplete information
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Cited in
(23)- The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
- 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
- Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set
- Incomplete information and heterogeneous beliefs in continuous-time finance. With foreword by Heinz Zimmermann.
- 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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- The behavior of individual and aggregate stock prices
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- Imperfect information and investor heterogeneity in the bond market
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
- scientific article; zbMATH DE number 2144814 (Why is no real title available?)
- Continuous-time mean-variance asset-liability management with hidden Markovian regime switching
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