Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study
type: Item
instance of: scholarly article
title: Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study
zbMATH Open document ID: 1545.91286
author: Sandra Ranilla-Cortina
author: Jesús Vigo-Aguiar
published in: Journal of Computational and Applied Mathematics
publication date: 2024-07-04T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G15
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 7876170
zbMATH Keywords: portfolio optimization
zbMATH Keywords: insider trading
zbMATH Keywords: anticipating stochastic calculus
zbMATH Keywords: quantitative finance
MaRDI profile type: Publication
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DOI: 10.1016/J.CAM.2024.115855
description: scientific article; zbMATH DE number 7876170