Financial Markets with Informational Asymmetries and Equilibrium
Author:
Publisher
Springer New York
Link
http://link.springer.com/content/pdf/10.1007/978-1-4939-8835-8_6
Reference47 articles.
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3. Amendinger, J., Becherer, D., Schweizer, M.: A monetary value for initial information in portfolio optimization. Finance Stoch. 7(1), 29–46 (2003)
4. Ankirchner, S., Imkeller, P.: Finite utility on financial markets with asymmetric information and structure properties of the price dynamics. Ann. Inst. H. Poincaré Probab. Statist. 41(3), 479–503 (2005)
5. Back, K.: Insider trading in continuous time. Review of Financial Studies 5, 387–409 (1992)
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