Information pricing for portfolio optimization

Tadeusz Banek; Roman Kulikowski

Control and Cybernetics (2003)

  • Volume: 32, Issue: 4, page 867-882
  • ISSN: 0324-8569

How to cite

top

Banek, Tadeusz, and Kulikowski, Roman. "Information pricing for portfolio optimization." Control and Cybernetics 32.4 (2003): 867-882. <http://eudml.org/doc/209280>.

@article{Banek2003,
author = {Banek, Tadeusz, Kulikowski, Roman},
journal = {Control and Cybernetics},
keywords = {value of information; Martingale; portfolio optimization},
language = {eng},
number = {4},
pages = {867-882},
title = {Information pricing for portfolio optimization},
url = {http://eudml.org/doc/209280},
volume = {32},
year = {2003},
}

TY - JOUR
AU - Banek, Tadeusz
AU - Kulikowski, Roman
TI - Information pricing for portfolio optimization
JO - Control and Cybernetics
PY - 2003
VL - 32
IS - 4
SP - 867
EP - 882
LA - eng
KW - value of information; Martingale; portfolio optimization
UR - http://eudml.org/doc/209280
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.