Conditioning the information in portfolio optimization
Carlo Sala, Giovanni Barone Adesi
| Year of publication: |
November 2016
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|---|---|
| Authors: | Sala, Carlo ; Barone-Adesi, Giovanni |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 4, p. 598-625
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| Subject: | Information Premium | Portfolio Optimization Problem | Suboptimal Filtration Set | Optimal Bounds | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2016.64045 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011656970