Optimal investment with inside information and parameter uncertainty
Portfolio Management
2010-02-09 v2
Abstract
This paper has been withdrawn by the authors pending corrections.
Cite
@article{arxiv.0911.3117,
title = {Optimal investment with inside information and parameter uncertainty},
author = {Albina Danilova and Michael Monoyios and Andrew Ng},
journal= {arXiv preprint arXiv:0911.3117},
year = {2010}
}
Comments
This paper has been withdrawn