Utility maximization under risk constraints and incomplete information for a market with a change point

Oliver Janke

Year of publication:	November 2017
Authors:	Janke, Oliver
Published in:	Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 24.2017, 5/6, p. 451-484
Subject:	Utility maximization \| risk constraint \| incomplete information \| change point \| enlargement of filtrations \| Theorie \| Theory \| Unvollkommene Information \| Incomplete information \| Portfolio-Management \| Portfolio selection \| Entscheidung unter Risiko \| Decision under risk \| Risikomaß \| Risk measure

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