Dynamic portfolio choice and asset pricing with differential information

Journal of Economic Dynamics and Control

Volumn 22, Issue 7, 1998, Pages 1027-1051

  Zhou, Chunsheng ^a  

^a FEDERAL RESERVE BOARD   (United States)

Author keywords

Asset pricing; Differential information; Dynamic; G11; G12; G14; Multi asset

Indexed keywords

EID: 0037953448     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(97)00099-7     Document Type: Article

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