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

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

Word processed copy. Includes bibliographical references (p. 158-168).

Bibliographic Details
Main Author: Durrell, Fernando
Other Authors: Ouwehand, Peter
Format: Doctoral Thesis
Language:English
Published: University of Cape Town 2014
Subjects:
Statistical Sciences
Online Access:http://hdl.handle.net/11427/4379

Internet

http://hdl.handle.net/11427/4379

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