Optimal investment under partial information
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Publication:966433
DOI10.1007/S00186-010-0301-XzbMATH Open1189.49053OpenAlexW2253832899MaRDI QIDQ966433FDOQ966433
Authors: Mark H. A. Davis, Camilla Landén, Tomas Björk 
Publication date: 23 April 2010
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: http://swopec.hhs.se/hastef/papers/hastef0739.pdf
Recommendations
Portfolio theory (91G10) Problems with incomplete information (optimization) (49N30) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Control/observation systems with incomplete information (93C41)
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