Portfolio optimization with insider’s initial information...

Portfolio optimization with insider’s initial information and counterparty risk

Hillairet, Caroline, Jiao, Ying
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Volume:
19
Language:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-014-0246-7
Date:
January, 2015
File:
PDF, 979 KB
english, 2015
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