Review: Portfolio optimization for a large investor controlling market sentiment under partial Information

Ryle S Perera

Research output: Contribution to journalReview article

Abstract

Review of: 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.
Original languageEnglish
Article numberMR3945238
Number of pages4
JournalMathematical Reviews
Publication statusPublished - 13 Nov 2019

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