Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty
Crossref DOI link: https://doi.org/10.1007/s11579-019-00241-1
Published Online: 2019-04-04
Published Print: 2019-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bismuth, Alexis
Guéant, Olivier
Pu, Jiang
Text and Data Mining valid from 2019-04-04
Article History
Received: 6 April 2017
Accepted: 25 March 2019
First Online: 4 April 2019