Portfolio Optimization in Discontinuous Markets under Incomplete Information
| Year of publication: |
2006
|
|---|---|
| Authors: | Callegaro, Giorgia ; Masi, Giovanni ; Runggaldier, Wolfgang |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 13.2006, 4, p. 373-394
|
| Publisher: |
Springer |
| Subject: | Portfolio optimization | Stochastic control | Discontinuous Markets | Incomplete information | Primary 93E20 | Secondary 91B28 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005727084