Additional utility of insiders with imperfect dynamical information

Continuous Auctions and Insider Trading

Albert S. Kyle · Econometrica · 1985 · 10K citations

Business, Economics, Auction Theory +12

Probability and Potentials

Walter A. Rosenkrantz, Paul A. Meyer · Mathematics of Computation · 1967 · 985 citations

Natural Sciences, Mathematics, Probability Theory +2

Insider Trading in Continuous Time

Kerry Back · Review of Financial Studies · 1992 · 487 citations

Business, Economics, Finance +17

Anticipative portfolio optimization

Igor Pikovsky, Ioannis Karatzas · Advances in Applied Probability · 1996 · 217 citations

Business, Economics, Finance +16

Additional logarithmic utility of an insider

Jürgen Amendinger, Peter Imkeller, Martin Schweizer · Stochastic Processes and their Applications · 1998 · 175 citations

Business, Business Economics, Contract Theory +2