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Optimal Portfolio Management with Partial Observations and Power Utility Function

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References

1993Dynamic Asset Pricing Theory.2,891 cited
1986Optimal Portfolio Choice Under Incomplete Information436 cited
1986Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy263 cited
1991A Note On Utility Maximization Under Partial Observations163 cited

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2016DOWNSIDE RISK MINIMIZATION VIA A LARGE DEVIATIONS APPROACH126 cited
2010Explicit Solution to a Certain Non-ELQG Risk-sensitive Stochastic Control Problem23 cited
2019Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty23 cited

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