摘要翻译:
这篇论文已被作者撤回,等待更正。
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英文标题:
《Optimal investment with inside information and parameter uncertainty》
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作者:
Albina Danilova, Michael Monoyios, Andrew Ng
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最新提交年份:
2010
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Portfolio Management 项目组合管理
分类描述:Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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英文摘要:
This paper has been withdrawn by the authors pending corrections.
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PDF链接:
https://arxiv.org/pdf/0911.3117