Quotation 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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Publication's profile

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

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Frey, Rüdiger (Details)
External
Gabih, Abdelali
Wunderlich, Ralf
Organization
Institute for Statistics and Mathematics IN (Details)
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