A theory of optimal timing and selectivity
type: Item
instance of: scholarly article
title: A theory of optimal timing and selectivity
zbMATH Open document ID: 0921.90015
DOI: 10.1016/S0165-1889(98)00050-5
author: George Chacko
author: Sanjiv R. Das
publication date: 1999-06-20T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 1305696
zbMATH Keywords: optimal portfolio
zbMATH Keywords: continuous time
zbMATH Keywords: long and short investment horizons
MaRDI profile type: Publication
cites work: Q4404205
cites work: Further results on asset pricing with incomplete information
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cites work: Q4086303
cites work: Q4139359
cites work: Optimum consumption and portfolio rules in a continuous-time model
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cites work: Effects of financial innovations on market volatility when beliefs are heterogeneous
full work available at URL: s0165-1889(98)00050-5
OpenAlex ID: W2038788358
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1305696