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Hedging of contingent claims under incomplete information
Föllmer, Hans, (1990)
Shortfall risk minimization under model uncertainty in the binomial case : adaptive and robust approaches
Favero, Gino, (2001)
Expected life-time utility and hedging demands in a partially observable economy
Lundtofte, Frederik, (2005)
Can an "estimation factor" help explain cross-sectional returns?
The quality of public information and the term structure of interest rates
Lundtofte, Frederik, (2013)