"Portfolio optimization under partial information with expert opinions:" by Rüdiger Frey, Abdelali Gabih et al.

Article Title

Portfolio optimization under partial information with expert opinions: a dynamic programming approach

Authors

Rüdiger Frey
Abdelali Gabih
Ralf Wunderlich

DOI

10.31390/cosa.8.1.04

Recommended Citation

Frey, Rüdiger; Gabih, Abdelali; and Wunderlich, Ralf (2014) "Portfolio optimization under partial information with expert opinions: a dynamic programming approach," Communications on Stochastic Analysis: Vol. 8: No. 1, Article 5.
DOI: 10.31390/cosa.8.1.04
Available at: https://repository.lsu.edu/cosa/vol8/iss1/5

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