A Benchmark Approach to Portfolio Optimization under Partial Information
| Year of publication: |
2007
|
|---|---|
| Authors: | Platen, Eckhard ; Runggaldier, Wolfgang |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 14.2007, 1, p. 25-43
|
| Publisher: |
Springer |
| Subject: | Portfolio optimization | Partial information | Filtering | Growth optimal portfolio | Expected utility maximization | Utility indifference pricing | Real world pricing formula | Primary 90A12 | Secondary 60G30 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005727017