Portfolio Optimization in Discontinuous Markets under Incomplete Information

Giorgia Callegaro (), Giovanni Masi () and Wolfgang Runggaldier ()

Asia-Pacific Financial Markets, 2006, vol. 13, issue 4, pages 373-394

Keywords: Portfolio optimization; Stochastic control; Discontinuous Markets; Incomplete information; Primary 93E20; Secondary 91B28 (search for similar items in EconPapers)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10690-007-9050-0 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Access Statistics for this article

Asia-Pacific Financial Markets is edited by Ryozo Miura

More articles in Asia-Pacific Financial Markets from Springer
Series data maintained by Christopher F. Baum ().