Portfolio Optimization under Partial Information with Expert Opinions: a Dynamic Programming Approach

Rüdiger Frey, Abdelali Gabih, Ralf Wunderlich

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	49 - 79
Fachzeitschrift	Communications in Stochastic Analysis
Jahrgang	8
Ausgabenummer	1
Publikationsstatus	Veröffentlicht - 2014

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@article{48ae774e54294881989ff988a159723d,

title = "Portfolio Optimization under Partial Information with Expert Opinions: a Dynamic Programming Approach",

author = "R{\"u}diger Frey and Abdelali Gabih and Ralf Wunderlich",

year = "2014",

language = "English",

volume = "8",

pages = "49 -- 79",

journal = "Communications in Stochastic Analysis",

issn = "0973-9599",

publisher = "Serials Publications",

number = "1",

}