Optimal logarithmic utility and optimal portfolios for an insider in a stochastic volatility market
Christian-Oliver Ewald
| Year of publication: |
2005
|
|---|---|
| Authors: | Ewald, Christian-Oliver |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 3, p. 301-319
|
| Subject: | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Insiderhandel | Insider trading | 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://ebvufind01.dmz1.zbw.eu/10002893241