Investment with restricted stock and the value of information

DOI10.1016/J.AMC.2004.04.012zbMath1098.91064OpenAlexW3122667600MaRDI QIDQ1774888

Yongxiang Wang, Weixing Wu

Publication date: 4 May 2005

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2004.04.012

Mathematics Subject Classification ID

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Strategic asset allocation
• Transform Analysis and Asset Pricing for Affine Jump-diffusions

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