A review of Merton’s portfolio problem

Carbone, Angelo (A.A. 2015/2016) A review of Merton’s portfolio problem. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 73. [Bachelor's Degree Thesis]

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Abstract/Index

Estimating stock returns. Portfolio theory. Test of performances.

References

Bibliografia: pp. 70-72.

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: Papi, Marco
Academic Year: 2015/2016
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 20 Oct 2016 13:38
Last Modified: 20 Oct 2016 13:38
URI: https://tesi.luiss.it/id/eprint/17083

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