The Value of Information for Optimal Portfolio Management (Q4689049)
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scientific article; zbMATH DE number 6953957
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Value of Information for Optimal Portfolio Management |
scientific article; zbMATH DE number 6953957 |
Statements
The Value of Information for Optimal Portfolio Management (English)
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12 October 2018
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utility maximization
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Merton model
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partial information
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martingale approach
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