Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study (Q6567280)

From MaRDI portal





scientific article; zbMATH DE number 7876170
Language Label Description Also known as
English
Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study
scientific article; zbMATH DE number 7876170

    Statements

    Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study (English)
    0 references
    4 July 2024
    0 references
    portfolio optimization
    0 references
    insider trading
    0 references
    anticipating stochastic calculus
    0 references
    quantitative finance
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers