THE VALUE OF INFORMATION IN STOCHASTIC CONTROL AND FINANCE

We present an optimal portfolio problem with logarithmic utility in the following three cases: Copyright Blackwell Publishing Ltd/University of Adelaide and Flinders University 2005..

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Year of publication:	2005
Authors:	OKSENDAL, BERNT
Published in:	Australian Economic Papers. - Wiley Blackwell. - Vol. 44.2005, 4, p. 352-364
Publisher:	Wiley Blackwell

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005655055