<div class="csl-bib-body">
<div class="csl-entry">Altay, S., Colaneri, K., & Eksi, Z. (2019). Portfolio optimization for a large investor controlling market sentiment under partial information. <i>SIAM Journal on Financial Mathematics</i>, <i>10</i>(2), 512–546. https://doi.org/10.1137/17m1134317</div>
</div>
-
dc.identifier.issn
1945-497X
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/142977
-
dc.language.iso
en
-
dc.publisher
SIAM PUBLICATIONS
-
dc.relation.ispartof
SIAM Journal on Financial Mathematics
-
dc.subject
Applied Mathematics
-
dc.subject
Numerical Analysis
-
dc.subject
Finance
-
dc.title
Portfolio optimization for a large investor controlling market sentiment under partial information
en
dc.type
Artikel
de
dc.type
Article
en
dc.description.startpage
512
-
dc.description.endpage
546
-
dc.type.category
Original Research Article
-
tuw.container.volume
10
-
tuw.container.issue
2
-
tuw.journal.peerreviewed
true
-
tuw.peerreviewed
true
-
tuw.researchTopic.id
A3
-
tuw.researchTopic.id
A4
-
tuw.researchTopic.name
Fundamental Mathematics Research
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.value
40
-
tuw.researchTopic.value
60
-
dcterms.isPartOf.title
SIAM Journal on Financial Mathematics
-
tuw.publication.orgunit
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
-
tuw.publisher.doi
10.1137/17m1134317
-
dc.identifier.eissn
1945-497X
-
dc.description.numberOfPages
35
-
wb.sci
true
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
1010
-
wb.facultyfocus
Wirtschaftsmathematik und Stochastik
de
wb.facultyfocus
Mathematical Methods in Economics and Stochastics
en
wb.facultyfocus.faculty
E100
-
item.languageiso639-1
en
-
item.openairetype
research article
-
item.grantfulltext
none
-
item.fulltext
no Fulltext
-
item.cerifentitytype
Publications
-
item.openairecristype
http://purl.org/coar/resource_type/c_2df8fbb1
-
crisitem.author.dept
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
-
crisitem.author.dept
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
-
crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
-
crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
