An optimal portfolio and consumption problem with a benchmark and partial information

Autor:	Mondher Bellalah, Detao Zhang, Panpan Zhang
Rok vydání:	2023
Předmět:	Statistics and Probability Statistics Probability and Uncertainty Finance
Zdroj:	Mathematics and Financial Economics. 17:127-152
ISSN:	1862-9660 1862-9679
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::bec6b67ef6c4aa497bba00ee6003c4ff https://doi.org/10.1007/s11579-022-00330-8 Zobrazit plný text záznamu Full text from SpringerLink