Fiormonti, Claudia (A.A. 2012/2013) Portfolio optimization. Tesi di Laurea in Mathematics 2, LUISS Guido Carli, relatore Fausto Gozzi, pp. 57. [Bachelor's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Probability theory. Portfolio definition in continuous-time financial markets. Utility functions and maximization. The martingale approach. The dynamic programming approach.

References

Bibliografia: p. 57.

Thesis Type:	Bachelor's Degree Thesis
Institution:	LUISS Guido Carli
Degree Program:	Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33)
Chair:	Mathematics 2
Thesis Supervisor:	Gozzi, Fausto
Academic Year:	2012/2013
Session:	Summer
Deposited by:	Alessandro Perfetti
Date Deposited:	26 Sep 2013 15:16
Last Modified:	19 May 2015 23:31
URI:	https://tesi.luiss.it/id/eprint/10274

Downloads

Repository Staff Only

View Item