Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study (Q6567280)
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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 |
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Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study (English)
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4 July 2024
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portfolio optimization
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insider trading
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anticipating stochastic calculus
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quantitative finance
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