OpenAlex | Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting

Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting

Work

Year: 2015

Type: article

Source: Stochastic Analysis and Applications

Authors Marina Santacroce, E. Sasso, Barbara Trivellato, D. Covello

Institutions Polytechnic University of Turin, University of Genoa

Cites: 33

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Related to: 10

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Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed