Optimal investment with inside information and parameter uncertainty
Albina Danilova; Michael Monoyios; Andrew Ng
| Year of publication: |
2010
|
|---|---|
| Authors: | Danilova, Albina ; Monoyios, Michael ; Ng, Andrew |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 3.2010, 1, p. 13-38
|
| Subject: | Insiderhandel | Insider trading | Anlageverhalten | Behavioural finance | Mathematische Optimierung | Mathematical programming | Asymmetrische Information | Asymmetric information | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003978398