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Optimal information acquisition for a linear quadratic control problem.

, , and . Eur. J. Oper. Res., 199 (2): 435-441 (2009)

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Designing social security - a portfolio choice approach, and . European Economic Review, 48 (4): 883--904 (August 2004)Optimal information acquisition for a linear quadratic control problem., , and . Eur. J. Oper. Res., 199 (2): 435-441 (2009)Habit persistence and welfare gains from international asset trade. Journal of International Money and Finance, 22 (2): 239--260 (April 2003)