OPTIMAL PORTFOLIO CHOICE UNDER INCOMPLETE INFORMATION

被引：161

|

作者：

GENNOTTE, G

机构：

来源：

JOURNAL OF FINANCE | 1986年 / 41卷 / 03期

关键词：

D O I：

10.2307/2328506

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：733 / 746

页数：14

相关论文

共 50 条

[1] OPTIMAL PORTFOLIO CHOICE UNDER INCOMPLETE INFORMATION - DISCUSSION
FELDMAN, D
[J]. JOURNAL OF FINANCE, 1986, 41 (03): : 746 - 749
[2] Ambiguity, Risk, and Portfolio Choice under Incomplete Information
Miao, Jianjun
[J]. ANNALS OF ECONOMICS AND FINANCE, 2009, 10 (02): : 257 - 279
[3] Portfolio selection under incomplete information
Brendle, S
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2006, 116 (05) : 701 - 723
[4] The Effect of Information Quality on Optimal Portfolio Choice
Lundtofte, Frederik
[J]. FINANCIAL REVIEW, 2006, 41 (02) : 157 - 185
[5] Optimal portfolio choice under loss aversion
Berkelaar, AB
Kouwenberg, R
Post, T
[J]. REVIEW OF ECONOMICS AND STATISTICS, 2004, 86 (04) : 973 - 987
[6] Optimal portfolio choice under a liability constraint
Leszek S. Zaremba
Włodzimierz H. Smoleński
[J]. Annals of Operations Research, 2000, 97 : 131 - 141
[7] Optimal portfolio choice under a liability constraint
Zaremba, LS
Smolenski, WH
[J]. ANNALS OF OPERATIONS RESEARCH, 2000, 97 (1-4) : 131 - 141
[8] Portfolio optimization in a defaultable market under incomplete information
Callegaro, Giorgia
Jeanblanc, Monique
Runggaldier, Wolfgang J.
[J]. DECISIONS IN ECONOMICS AND FINANCE, 2012, 35 (02) : 91 - 111
[9] Portfolio Optimization in Discontinuous Markets under Incomplete Information
Giorgia Callegaro
Giovanni B. Di Masi
Wolfgang J. Runggaldier
[J]. Asia-Pacific Financial Markets, 2006, 13 (4) : 373 - 394
[10] Portfolio Optimization in Discontinuous Markets under Incomplete Information
Callegaro, Giorgia
Di Masi, Giovanni
Runggaldier, Wolfgang
[J]. ASIA-PACIFIC FINANCIAL MARKETS, 2006, 13 (04) : 373 - 394

← 1 2 3 4 5 →