Portfolio selection under incomplete information

By S. Brendle. 2006

106 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/986f6a19c78242dea32f60e5649a1ddb719edf71

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Ralf Wunderlich
2. Abdelali Gabih
3. Rüdiger Frey
4. James W. Taylor
5. Alexander J. McNeil
6. H. Byström
7. Paul Embrechts
8. St'ephane Cr'epey

In Management Science and Operations Research

1. Ralf Wunderlich
2. Abdelali Gabih
3. Rüdiger Frey

Citations in the corpus

• PORTFOLIO OPTIMIZATION UNDER PARTIAL INFORMATION WITH EXPERT OPINIONS (2012, methodology): “For Gaussian dynamics explicit solutions for the problem of optimizing the expected utility of terminal wealth are provided for example in Lakner (1998), Brendle (2006), Danilova et al. (2010), where the last paper focuses on additional insider information.”