"Power utility maximization with expert opinions at fixed arrival times in ..."

Abdelali Gabih, Hakam Kondakji, Ralf Wunderlich (2024)

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DOI: 10.1007/S10479-024-06172-5

access: closed

type: Journal Article

metadata version: 2024-11-06

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Abdelali Gabih, Hakam Kondakji, Ralf Wunderlich:
Power utility maximization with expert opinions at fixed arrival times in a market with hidden Gaussian drift. Ann. Oper. Res. 341(2): 897-936 (2024)

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