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Optimal investment with inside information and parameter uncertainty

Danilova, Albina and 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
Subjects: H Social Sciences > HG Finance
Sets: Departments > Mathematics
Date Deposited: 09 Apr 2010 13:56
Last Modified: 24 Jan 2012 09:42
URI: http://eprints.lse.ac.uk/id/eprint/27678

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