Optimal investment and consumption under partial information
Kristoffer Lindensjö
| Year of publication: |
February 2016
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|---|---|
| Authors: | Lindensjö, Kristoffer |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 83.2016, 1, p. 87-107
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| Subject: | Partial information | Utility maximization | Optimal investment and consumption | Stochastic control | Portfolio theory | Path-dependent volatility | Theorie | Theory | Portfolio-Management | Portfolio selection | Unvollkommene Information | Incomplete information | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-015-0521-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011446622