Optimal investment with inside information and parameter uncertainty

2009/11/16 by Albina Danilova, Danilova, Albina, Michael Monoyios +3 · 1 citation
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Stochastic processes and financial applications #Market Dynamics and Volatility

paper · doi:10.48550/arxiv.0911.3117

Abstract

This paper has been withdrawn by the authors pending corrections.

Cited by

• Portfolio Selection with Costly Information Acquisition

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