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

Simple item page
dc.contributor.advisorOuwehand, Peteren_ZA
dc.contributor.advisorAbraham, Haimen_ZA
dc.contributor.authorDurrell, Fernandoen_ZA
dc.date.accessioned2014-07-30T17:43:59Z
dc.date.available2014-07-30T17:43:59Z
dc.date.issued2007en_ZA
dc.description.abstractWord processed copy. Includes bibliographical references (p. 158-168).en_ZA
dc.identifier.apacitationDurrell, F. (2007). <i>Constrained portfolio selection with Markov and non-Markov processes and insiders</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Statistical Sciences. Retrieved from http://hdl.handle.net/11427/4379en_ZA
dc.identifier.chicagocitationDurrell, Fernando. <i>"Constrained portfolio selection with Markov and non-Markov processes and insiders."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2007. http://hdl.handle.net/11427/4379en_ZA
dc.identifier.citationDurrell, F. 2007. Constrained portfolio selection with Markov and non-Markov processes and insiders. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Durrell, Fernando AB - Word processed copy. Includes bibliographical references (p. 158-168). DA - 2007 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2007 T1 - Constrained portfolio selection with Markov and non-Markov processes and insiders TI - Constrained portfolio selection with Markov and non-Markov processes and insiders UR - http://hdl.handle.net/11427/4379 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/4379
dc.identifier.vancouvercitationDurrell F. Constrained portfolio selection with Markov and non-Markov processes and insiders. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2007 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/4379en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Statistical Sciencesen_ZA
dc.publisher.facultyFaculty of Scienceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherStatistical Sciencesen_ZA
dc.titleConstrained portfolio selection with Markov and non-Markov processes and insidersen_ZA
dc.typeDoctoral Thesis
dc.type.qualificationlevelDoctoral
dc.type.qualificationnamePhDen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
thesis_sci_2007_durrell_f.pdf
Size:
6.24 MB
Format:
Adobe Portable Document Format
Description:
Download
Collections
PhD / Doctoral