Portfolio Optimization for a Large Investor Controlling...

SIAM Journal on Financial Mathematics 2019 / 01 Vol. 10; Iss. 2

Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information

Altay, Sühan, Colaneri, Katia, Eksi, Zehra
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Volume:
10
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/17M1134317
Date:
January, 2019
File:
PDF, 613 KB
english, 2019
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