Optimal Smooth Portfolio Selection for an Insider (Q5440646)
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scientific article; zbMATH DE number 5232351
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Smooth Portfolio Selection for an Insider |
scientific article; zbMATH DE number 5232351 |
Statements
Optimal Smooth Portfolio Selection for an Insider (English)
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5 February 2008
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insider trading
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optimal portfolio
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enlargement of filtration
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log utility
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information flow
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