Optimal Portfolio Choice Under Incomplete Information

Author:

GENNOTTE GERARD

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference18 articles.

1. An Intertemporal General Equilibrium Model of Asset Prices;Cox;Econometrica,1985

2. J. De Temple Information and Pricing of Assets

3. U. Dothan D. Feldman Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy Owen Graduate School of Management, Vanderbilt University

4. D. Feldman A Theory of Asset Prices and the Term Structure of Interest Rates in a Partially Observable Economy

5. G. Gennotte T. A. Marsh Variations in ex ante Risk Premiums on Capital Assets School of Business Administration, University of California Berkeley

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