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]
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Abstract/Index
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.
References
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 |
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