A short note on "Anticipative Portfolio Optimization" Working Papers

authors

D AURIA, BERNARDO
SALMERON GARRIDO, JOSE ANTONIO

publication date

2018

series title

UC3M Working papers. Statistics and Econometrics

full text

http://hdl.handle.net/10016/27487

series number

18-04

keywords

optimal portfolio; enlargement of filtrations; value of the information