"Perturbation Analysis for Investment Portfolios Under Partial Information ..."

Jean-Pierre Fouque, Alex Papanicolaou, Ronnie Sircar (2017)

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DOI: 10.1137/15M1006854

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type: Journal Article

metadata version: 2022-07-01

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Jean-Pierre Fouque, Alex Papanicolaou, Ronnie Sircar:
Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions. SIAM J. Control. Optim. 55(3): 1534-1566 (2017)

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