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Dynamic portfolio choice under ambiguity and regime switching mean returns. (2011). Liu, Hening.
In: Post-Print.
RePEc:hal:journl:hal-00781344.

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  20. Horizon-unbiased Investment with Ambiguity. (2019). Zhou, Chao ; Sun, Xianming ; Lin, Qian.
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  21. Dynamic derivative strategies with stochastic interest rates and model uncertainty. (2018). Escobar, Marcos ; Rubtsov, Alexey ; Ferrando, Sebastian.
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  11. Optimal Convergence Trading with Unobservable Pricing Errors. (2019). Eksi, Zehra ; Colaneri, Katia ; Altay, Suhan.
    In: Papers.
    RePEc:arx:papers:1910.01438.

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  12. The value of knowing the market price of risk. (2019). Nicolosi, Marco ; Herzel, Stefano ; Colaneri, Katia.
    In: Papers.
    RePEc:arx:papers:1909.07837.

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  13. Optimal Information Acquisition and Consumption Under Habit Formation Preference. (2019). Yu, Xiang ; Yang, Yue.
    In: Papers.
    RePEc:arx:papers:1903.04257.

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  14. Dynkin games with incomplete and asymmetric information. (2019). Glover, Kristoffer ; Ekstrom, Erik ; de Angelis, Tiziano.
    In: Papers.
    RePEc:arx:papers:1810.07674.

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  15. Backward SDEs for Control with Partial Information. (2018). Papanicolaou, Andrew.
    In: Papers.
    RePEc:arx:papers:1807.08222.

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  16. Pairs Trading under Drift Uncertainty and Risk Penalization. (2018). Eksi, Zehra ; Colaneri, Katia ; Altay, Suhan.
    In: Papers.
    RePEc:arx:papers:1704.06697.

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  17. EXTREMAL BEHAVIOR OF LONG-TERM INVESTORS WITH POWER UTILITY. (2017). Bauerle, Nicole ; Grether, Stefanie .
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:20:y:2017:i:05:n:s0219024917500297.

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  18. PERFORMANCE ANALYSIS OF THE OPTIMAL STRATEGY UNDER PARTIAL INFORMATION. (2017). Hadj, Ahmed Bel ; Abergel, Frederic ; el Aoud, Sofiene ; Loeper, Gregoire.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:20:y:2017:i:02:n:s0219024917500169.

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  19. Credit Risk in an Economy with New Firms Arrivals. (2017). Centanni, Silvia ; Tardelli, Paola ; Oliva, Immacolata.
    In: Methodology and Computing in Applied Probability.
    RePEc:spr:metcap:v:19:y:2017:i:3:d:10.1007_s11009-016-9525-4.

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  20. Portfolio optimization for a large investor under partial information and price impact. (2017). Ku, Hyejin ; Eksi, Zehra.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:86:y:2017:i:3:d:10.1007_s00186-017-0589-x.

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  21. Performance analysis of the optimal strategy under partial information. (2017). Abergel, Frederic ; el Aoud, Sofiene ; Loeper, Gregoire ; Belhadjayed, Ahmed ; Ahmed Bel Hadj Ayed, .
    In: Post-Print.
    RePEc:hal:journl:hal-01512432.

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  22. Trading against disorderly liquidation of a large position under asymmetric information and market impact. (2017). Wang, Renjie ; Jiao, Ying ; Hyndman, Cody ; Hillairet, Caroline.
    In: Working Papers.
    RePEc:crs:wpaper:2017-76.

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  23. Welfare effects of information and rationality in portfolio decisions under parameter uncertainty. (2017). Mainini, Alessandra ; Longo, Michele .
    In: Papers.
    RePEc:arx:papers:1709.04387.

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  24. Portfolio optimization for a large investor controlling market sentiment under partial information. (2017). Eksi, Zehra ; Colaneri, Katia ; Altay, Suhan.
    In: Papers.
    RePEc:arx:papers:1706.03567.

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  25. Extremal Behavior of Long-Term Investors with Power Utility. (2017). Grether, Stefanie ; Bauerle, Nicole.
    In: Papers.
    RePEc:arx:papers:1703.04423.

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  26. PAIRS TRADING OF TWO ASSETS WITH UNCERTAINTY IN CO-INTEGRATIONS LEVEL OF MEAN REVERSION. (2016). Lee, Sang Min ; Papanicolaou, Andrew.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:19:y:2016:i:08:n:s0219024916500540.

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  27. LEARNING AND PORTFOLIO DECISIONS FOR CRRA INVESTORS. (2016). Longo, Michele ; Mainini, Alessandra .
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:19:y:2016:i:03:n:s0219024916500187.

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  28. Optimal investment and consumption under partial information. (2016). Lindensjo, Kristoffer.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:83:y:2016:i:1:p:87-107.

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  29. Optimal investment and consumption under partial information. (2016). Lindensjo, Kristoffer.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:83:y:2016:i:1:d:10.1007_s00186-015-0521-1.

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  30. Optimal Investment under Information Driven Contagious Distress. (2016). Capponi, Agostino ; Bo, Lijun.
    In: Papers.
    RePEc:arx:papers:1612.06133.

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  31. Trading against disorderly liquidation of a large position under asymmetric information and market impact. (2016). Hillairet, Caroline ; Wang, Renjie ; Jiao, Ying ; Hyndman, Cody .
    In: Papers.
    RePEc:arx:papers:1610.01937.

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  32. Robustness of mathematical models and technical analysis strategies. (2016). Bel Hadj Ayed, Ahmed ; Loeper, Gr'Egoire .
    In: Papers.
    RePEc:arx:papers:1605.00173.

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  33. Market Viability and Martingale Measures under Partial Information. (2015). Fontana, Claudio ; Sulem, Agnes ; Oksendal, Bernt.
    In: Methodology and Computing in Applied Probability.
    RePEc:spr:metcap:v:17:y:2015:i:1:d:10.1007_s11009-014-9397-4.

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  34. Time-consistent investment strategy under partial information. (2015). Li, Yongwu ; Zhang, Ling ; Wang, Shouyang ; Qiao, Han.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:65:y:2015:i:c:p:187-197.

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  35. Performance analysis of the optimal strategy under partial information. (2015). Bel Hadj Ayed, Ahmed ; el Aoud, Sofiene ; Loeper, Gr'Egoire .
    In: Papers.
    RePEc:arx:papers:1510.03596.

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  36. Optimal liquidation of an asset under drift uncertainty. (2015). Ekstrom, Erik ; Vaicenavicius, Juozas .
    In: Papers.
    RePEc:arx:papers:1509.00686.

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  37. Expected Log-Utility Maximization Under Incomplete Information and with Cox-Process Observations. (2014). Runggaldier, Wolfgang ; Fujimoto, Kazufumi ; Nagai, Hideo.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:21:y:2014:i:1:p:35-66.

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  38. Portfolio management with stochastic interest rates and inflation ambiguity. (2014). Munk, Claus ; Rubtsov, Alexey.
    In: Annals of Finance.
    RePEc:kap:annfin:v:10:y:2014:i:3:p:419-455.

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  39. Information, no-arbitrage and completeness for asset price models with a change point. (2014). Fontana, Claudio ; Grbac, Zorana ; Li, Qinghua ; Jeanblanc, Monique.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:124:y:2014:i:9:p:3009-3030.

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  40. Partial information about contagion risk, self-exciting processes and portfolio optimization. (2014). Meinerding, Christoph ; Branger, Nicole ; Kraft, Holger.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:39:y:2014:i:c:p:18-36.

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  41. Information, no-arbitrage and completeness for asset price models with a change point. (2014). Fontana, Claudio ; Grbac, Zorana ; Li, Qinghua ; Jeanblanc, Monique.
    In: Papers.
    RePEc:arx:papers:1304.0923.

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  42. An Explicit Example Of Optimal Portfolio-Consumption Choices With Habit Formation And Partial Observations. (2014). Yu, Xiang.
    In: Papers.
    RePEc:arx:papers:1112.2939.

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  43. Partial information about contagion risk, self-exciting processes and portfolio optimization. (2013). Meinerding, Christoph ; Branger, Nicole ; Kraft, Holger.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:28.

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  44. Market viability and martingale measures under partial information. (2013). Sulem, Agnes ; Fontana, Claudio ; Oksendal, Bernt.
    In: Papers.
    RePEc:arx:papers:1302.4254.

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  45. Dynamic portfolio choice under ambiguity and regime switching mean returns. (2011). Liu, Hening.
    In: Post-Print.
    RePEc:hal:journl:hal-00781344.

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  46. The index premium and its hidden cost for index funds. (2011). Petajisto, Antti .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:2:p:271-288.

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  47. Dynamic portfolio choice under ambiguity and regime switching mean returns. (2011). Liu, Hening.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:4:p:623-640.

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