Record link: 
http://hdl.handle.net/20.500.12708/142977
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Title: 
Portfolio optimization for a large investor controlling market sentiment under partial information
en
Citation: 
Altay, S., Colaneri, K., & Eksi, Z. (2019). Portfolio optimization for a large investor controlling market sentiment under partial information. SIAM Journal on Financial Mathematics, 10(2), 512–546. https://doi.org/10.1137/17m1134317
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Publisher DOI: 
10.1137/17m1134317
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Publication Type: 
Article - Original Research Article
en
Language: 
English
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Authors: 
Altay, Sühan 
Colaneri, Katia 
Eksi, Zehra 
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Organisational Unit: 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
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Journal: 
SIAM Journal on Financial Mathematics 
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ISSN: 
1945-497X
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Date (published): 
2019
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Number of Pages: 
35
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Publisher: 
SIAM PUBLICATIONS
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Peer reviewed: 
Yes
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Keywords: 
Applied Mathematics; Numerical Analysis; Finance
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Research Areas: 
Fundamental Mathematics Research: 40%
Mathematical Methods in Economics: 60%
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Science Branch: 
Mathematik
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