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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Probability and processes. Conditional expectations. Transforms of a standard brownian motion. Portfolio optimization. Markowitz model. Merton problem. Monte Carlo simulation. Simulation of portfolio.


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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