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Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information
Altay, Sühan, Colaneri, Katia, Eksi, ZehraVolume:
10
Langue:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/17M1134317
Date:
January, 2019
Fichier:
PDF, 613 KB
english, 2019