Pages that link to "Item:Q1932530"
From MaRDI portal
The following pages link to Optimal investment with inside information and parameter uncertainty (Q1932530):
Displaying 14 items.
- Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
- Risk-sensitive portfolio optimization problem for a large trader with inside information (Q1630226) (← links)
- Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
- The value of knowing the market price of risk (Q2241058) (← links)
- The value of informational arbitrage (Q2308171) (← links)
- Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
- Dynamic credit quality evaluation with social network data (Q2337027) (← links)
- Optimal consumption and investment strategies with partial and private information in a multi-asset setting (Q2392018) (← links)
- Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
- OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER (Q3086257) (← links)
- (Q5066183) (← links)
- Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) (← links)
- PORTFOLIO OPTIMIZATION UNDER PARTIAL INFORMATION WITH EXPERT OPINIONS (Q5389106) (← links)
- Equilibrium investment-reinsurance strategy under information asymmetry and random horizon (Q6496486) (← links)
