Merton’s optimal portfolio strategy with consumption in continuous time
Paccione, Cosimo (A.A. 2018/2019) Merton’s optimal portfolio strategy with consumption in continuous time. Tesi di Laurea in Metodi matematici per economia e finanza, Luiss Guido Carli, relatore Fausto Gozzi, pp. 124. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Strumenti matematici. Operatore differenziale e EDS. Merton’s optimal consumption and portfolio rules in continuous time. Rimozione ipotesi guadagni esclusivamente derivanti da capital gain.
References
Bibliografia e sitografia: pp. 112-113.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Metodi matematici per economia e finanza |
| Thesis Supervisor: | Gozzi, Fausto |
| Thesis Co-Supervisor: | Lippi, Francesco |
| Academic Year: | 2018/2019 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 06 Apr 2020 13:33 |
| Last Modified: | 06 Apr 2020 13:33 |
| URI: | https://tesi.luiss.it/id/eprint/26282 |
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