Asymmetric information in fads models in Lâevy markets
Fads models for stocks under asymmetric information in a purely continuous(GBM) market were first studied by P. Guasoni (2006), where optimal portfolios and maximum expected logarithmic utilities, including asymptotic utilities for the informed and uninformed investors, were presented. We generalize...
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| Format: | Others |
| Language: | English |
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Florida Atlantic University
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| Online Access: | http://purl.flvc.org/FAU/3337187 |