"Portfolio Optimization for a Large Investor Controlling Market Sentiment ..."

Sühan Altay, Katia Colaneri, Zehra Eksi (2019)

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DOI: 10.1137/17M1134317

access: closed

type: Journal Article

metadata version: 2019-10-19

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  - https://dblp.org/rec/journals/siamfm/AltayCE19
Sühan Altay, Katia Colaneri, Zehra Eksi:
Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information. SIAM J. Financial Math. 10(2): 512-546 (2019)

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