Portfolio optimization in continuous time

Marzano, Eugenia (A.A. 2018/2019) Portfolio optimization in continuous time. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 44. [Bachelor's Degree Thesis]

PDF (Full text)
Download (633kB) | Preview


Stochastic processes. The sample space of a probability model. Portfolio optimization. Preferences and risk aversion. Robust Merton. The general Merton problem under ambiguity averse agent.


Bibliografia: pp. 43-44.

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: 2018/2019
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 14 Nov 2019 10:27
Last Modified: 14 Nov 2019 10:27
URI: https://tesi.luiss.it/id/eprint/24998


Downloads per month over past year

Repository Staff Only

View Item View Item