Constrained portfolio selection with Markov and non-Markov processes and insiders

Doctoral Thesis

2007

Permanent link to this Item
http://hdl.handle.net/11427/4379
Files
thesis_sci_2007_durrell_f.pdf (6.24 MB)
Authors
Durrell, Fernando
Supervisors
Ouwehand, Peter
Abraham, Haim
Journal Title
Link to Journal
Journal ISSN
Volume Title
Publisher
Publisher

University of Cape Town

Department
Department of Statistical Sciences
Faculty
Faculty of Science
License
Series
Abstract
Word processed copy. Includes bibliographical references (p. 158-168).
Description
Keywords
Statistical Sciences

Reference:

Durrell, F. 2007. Constrained portfolio selection with Markov and non-Markov processes and insiders. University of Cape Town.

Collections
PhD / Doctoral