Portfolio Optimization in Discontinuous Markets under Incomplete Information

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

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

Keywords: Portfolio optimization; Stochastic control; Discontinuous Markets; Incomplete information; Primary 93E20; Secondary 91B28 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10690-007-9050-0

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

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