Frey, Rüdiger, Gabih, Abdelali, Wunderlich, Ralf. 2014. Portfolio Optimization under Partial Information with Expert Opinions: a Dynamic Programming Approach. Communications in Stochastic Analysis 8 (1): 49-79.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Journal article |
| Journal | Communications in Stochastic Analysis |
| Language | English |
| Title | Portfolio Optimization under Partial Information with Expert Opinions: a Dynamic Programming Approach |
| Volume | 8 |
| Number | 1 |
| Year | 2014 |
| Page from | 49 |
| Page to | 79 |
Associations
- People
- Frey, Rüdiger (Details)
- External
- Gabih, Abdelali
- Wunderlich, Ralf
- Organization
- Institute for Statistics and Mathematics IN (Details)