University of California, Berkeley. I am grateful to Douglas T. Breeden, John C. Cox, Stanley Fischer, Chi-fu Huang, Terry A. Marsh, Robert C. Merton and Paul R. Samuelson for helpful comments and substantive suggestions. I would also like to thank the members of the finance group at the Sloan School of Management and the participants of numerous seminars for their contribution. Support from the College Interuniversitaire pour les Sciences du Management is gratefully acknowledged.
Optimal Portfolio Choice Under Incomplete Information
Article first published online: 30 APR 2012
1986 The American Finance Association
The Journal of Finance
Volume 41, Issue 3, pages 733–746, July 1986
How to Cite
GENNOTTE, G. (1986), Optimal Portfolio Choice Under Incomplete Information. The Journal of Finance, 41: 733–746. doi: 10.1111/j.1540-6261.1986.tb04538.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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