Pages that link to "Item:Q5281724"
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The following pages link to EXPERT OPINIONS AND LOGARITHMIC UTILITY MAXIMIZATION FOR MULTIVARIATE STOCK RETURNS WITH GAUSSIAN DRIFT (Q5281724):
Displaying 10 items.
- Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
- Optimal portfolio and certainty equivalence estimator for the appreciation rate (Q2674826) (← links)
- Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift (Q4964789) (← links)
- Asymptotic filter behavior for high-frequency expert opinions in a market with Gaussian drift (Q4988558) (← links)
- ROBUST UTILITY MAXIMIZATION IN A MULTIVARIATE FINANCIAL MARKET WITH STOCHASTIC DRIFT (Q5010073) (← links)
- Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376) (← links)
- Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data (Q6549608) (← links)
- Duality in optimal consumption-investment problems with alternative data (Q6565559) (← links)
- On the separation of estimation and control in risk-sensitive investment problems under incomplete observation (Q6586267) (← links)
- Power utility maximization with expert opinions at fixed arrival times in a market with hidden Gaussian drift (Q6644365) (← links)