Portfolio optimization

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

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