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Perturbation Analysis for Investment Portfolios Under Parti..:
Fouque, J.-P.
;
Papanicolaou, A.
;
Sircar, R.
SIAM Journal on Control and Optimization. 55 (2017) 3 - p. 1534-1566 , 2017
Link:
https://doi.org/10.1137/15m1006854
RT Journal T1 <Title>Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_15m1006854&Exemplar=1&LAN=DE A1 Fouque, J.-P. A1 Papanicolaou, A. A1 Sircar, R. PB Society for Industrial & Applied Mathematics (SIAM) YR 2017 SN 0363-0129 SN 1095-7138 JF SIAM Journal on Control and Optimization VO 55 IS 3 SP 1534 OP 1566 LK http://dx.doi.org/https://doi.org/10.1137/15m1006854 DO https://doi.org/10.1137/15m1006854 SF ELIB - SuUB Bremen
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