Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty

Bismuth, A; Gueant, O; Pu, J

Gueant, O (reprint author), Univ Paris 1 Pantheon Sorbonne, Ctr Econ Sorbonne, 106 Blvd Hop, F-75013 Paris, France.

MATHEMATICS AND FINANCIAL ECONOMICS, 2019; 13 (4): 661