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Optimal Portfolio Choice under Incomplete Information.. (1986). Gennotte, Gerard.
In: Journal of Finance.
RePEc:bla:jfinan:v:41:y:1986:i:3:p:733-46.

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  48. Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information. (2014). Yang, Zhaojun ; Song, Dandan.
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  88. Asset allocation under multivariate regime switching. (2006). Guidolin, Massimo ; Timmerman, Allan.
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  89. Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle. (2006). Guidolin, Massimo.
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