Frey, Rüdiger. 2013. Portfolio optimization under partial information with expert opinions: a dynamic programming approach. Nomura Seminar on Mathematical Finance, University of Oxford, Großbritannien, 15.11. Invited Talk
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | Portfolio optimization under partial information with expert opinions: a dynamic programming approach |
Event | Nomura Seminar on Mathematical Finance |
Year | 2013 |
Date | 15.11 |
Country | United Kingdom |
Location | University of Oxford |
URL | http://www.maths.ox.ac.uk/events/seminars/upcoming/P10Y1D/4/1664 |
Invited Talk | Y |