"A monetary value for initial information in portfolio optimization."

Jürgen Amendinger, Dirk Becherer, Martin Schweizer (2003)

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DOI: 10.1007/S007800200075

access: closed

type: Journal Article

metadata version: 2020-07-22

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Jürgen Amendinger, Dirk Becherer, Martin Schweizer:
A monetary value for initial information in portfolio optimization. Finance Stochastics 7(1): 29-46 (2003)

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