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

Rüdiger Frey, Abdelali Gabih, Ralf Wunderlich

Publication: Scientific journalJournal articlepeer-review

Original languageEnglish
Pages (from-to)49 - 79
JournalCommunications in Stochastic Analysis
Volume8
Issue number1
Publication statusPublished - 2014

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