A theory of optimal timing and selectivity

DOI10.1016/S0165-1889(98)00050-5zbMath0921.90015OpenAlexW2038788358MaRDI QIDQ1292224

Sanjiv Ranjan Das, George Chacko

Publication date: 20 June 1999

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(98)00050-5

zbMATH Keywords

optimal portfoliocontinuous timelong and short investment horizons

Mathematics Subject Classification ID

Related Items (1)

Incomplete information equilibria: separation theorems and other myths

Cites Work

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• Optimum consumption and portfolio rules in a continuous-time model
• Further results on asset pricing with incomplete information
• Effects of financial innovations on market volatility when beliefs are heterogeneous
• Intertemporal asset pricing with heterogeneous beliefs
• A Model of Intertemporal Asset Prices Under Asymmetric Information

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