Portfolio optimization
Simone, Luca (A.A. 2016/2017) Portfolio optimization. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 41. [Bachelor's Degree Thesis]
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Abstract/Index
Probability and processes. Conditional expectations. Transforms of a standard brownian motion. Portfolio optimization. Markowitz model. Merton problem. Monte Carlo simulation. Simulation of portfolio.
References
Bibliografia: p. 40.
| 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: | Mathematical finance |
| Thesis Supervisor: | Biagini, Sara |
| Academic Year: | 2016/2017 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 13 Nov 2017 08:55 |
| Last Modified: | 13 Nov 2017 08:55 |
| URI: | https://tesi.luiss.it/id/eprint/19739 |
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