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Optimal investment with inside information and parameter uncertainty

Danilova, Albina, Monoyios, Michael and Ng, Andrew (2009) Optimal investment with inside information and parameter uncertainty. arXiv.

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Item Type: Monograph (Other)
Official URL: http://arxiv.org/
Additional Information: © 2009 The authors
Library of Congress subject classification: H Social Sciences > HG Finance
Sets: Departments > Mathematics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 09 Apr 2010 13:56
URL: http://eprints.lse.ac.uk/27678/

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