Optimal investment in markets with over and under-reaction to information (Q1679555)
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scientific article; zbMATH DE number 6804462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment in markets with over and under-reaction to information |
scientific article; zbMATH DE number 6804462 |
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Optimal investment in markets with over and under-reaction to information (English)
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9 November 2017
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jump-diffusion models
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portfolio optimization
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nonlinear filtering
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enlargement of filtrations
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over and under-reaction
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