Informed Trading When Information Becomes Stale
Article Abstract:
Numerical characterizations are provided for a variety of informational environments. Prices, profits, and trading equilibrium outcomes are also characterized. Analysis demonstrates that information may still remain valuable even when stale.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2004
Comparative analysis, Investment analysis, Securities analysis
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2004
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A Monte Carlo method for optimal portfolios
Article Abstract:
Optimal portfolio allocation is analyzed.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2003
Usage, Monte Carlo method, Monte Carlo methods
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2003
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: Methods, Portfolio management
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