Portfolio optimization in discontinuous markets under incomplete information

Asia-Pacific Financial Markets

Volumn 13, Issue 4, 2006, Pages 373-394

  Callegaro, Giorgia ^a   Di Masi, Giovanni B ^a   Runggaldier, Wolfgang J ^a  

^a UNIVERSITY OF PADOVA   (Italy)

Author keywords

Discontinuous Markets; Incomplete information; Portfolio optimization; Stochastic control

Indexed keywords

EID: 34548781314     PISSN: 13872834     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10690-007-9050-0     Document Type: Conference Paper

References (16)

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