Optimal Portfolio Construction under Partial Information for a Balanced Fund
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Author / Producer
Date
2007
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Rights / License
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Publication status
published
External links
Editor
Book title
Volume
10 (6)
Pages / Article No.
1015 - 1042
Publisher
World Scientific
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Investment models; stochastic control; partial information; portfolio management;balanced fund
Organisational unit
03176 - Geering, Hans Peter (emeritus)
Notes
Received: 29 August 2005, Accepted: 16 October 2006.