Optimal investment with inside information and parameter uncertainty
Danilova, Albina
; Monoyios, Michael; and Ng, Andrew
(2009)
Optimal investment with inside information and parameter uncertainty
Technical Report.
arXiv.
| Item Type | Report (Technical Report) |
|---|---|
| Copyright holders | © 2009 The authors |
| Departments | Mathematics |
| Date Deposited | 09 Apr 2010 13:56 |
| URI | https://researchonline.lse.ac.uk/id/eprint/27678 |
Explore Further
- http://arxiv.org/e-print/0911.3117v2 (Publisher)
- http://arxiv.org/ (Official URL)
ORCID: https://orcid.org/0009-0001-4264-3798