Pages that link to "Item:Q3523599"
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The following pages link to OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS (Q3523599):
Displaying 11 items.
- Consumption utility-based pricing and timing of the option to invest with partial information (Q431904) (← links)
- On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
- A comparative analysis of the value of information in a continuous time market model with partial information: the cases of log-utility and CRRA (Q609732) (← links)
- On the interplay of hidden action and hidden information in simple bilateral trading problems (Q1601456) (← links)
- Optimal portfolio strategies with a liability and random risk: the case of different lending and borrowing rates. (Q1880472) (← links)
- Profitable informed trading in a simple general equilibrium model of asset pricing (Q1906694) (← links)
- Optimal consumption and investment strategies with partial and private information in a multi-asset setting (Q2392018) (← links)
- Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk (Q2444679) (← links)
- Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems (Q2481925) (← links)
- Welfare effects of information and rationality in portfolio decisions under parameter uncertainty (Q4619541) (← links)
- (Q4687873) (← links)
