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

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spelling	ndltd-netd.ac.za-oai-union.ndltd.org-uct-oai-localhost-11427-43792020-07-22T05:07:41Z Constrained portfolio selection with Markov and non-Markov processes and insiders Durrell, Fernando Ouwehand, Peter Abraham, Haim Statistical Sciences Word processed copy. Includes bibliographical references (p. 158-168). 2014-07-30T17:43:59Z 2014-07-30T17:43:59Z 2007 Doctoral Thesis Doctoral PhD http://hdl.handle.net/11427/4379 eng application/pdf University of Cape Town Faculty of Science Department of Statistical Sciences
collection	NDLTD
language	English
format	Doctoral Thesis
sources	NDLTD
topic	Statistical Sciences
spellingShingle	Statistical Sciences Durrell, Fernando Constrained portfolio selection with Markov and non-Markov processes and insiders
description	Word processed copy. Includes bibliographical references (p. 158-168).
author2	Ouwehand, Peter
author_facet	Ouwehand, Peter Durrell, Fernando
author	Durrell, Fernando
author_sort	Durrell, Fernando
title	Constrained portfolio selection with Markov and non-Markov processes and insiders
title_short	Constrained portfolio selection with Markov and non-Markov processes and insiders
title_full	Constrained portfolio selection with Markov and non-Markov processes and insiders
title_fullStr	Constrained portfolio selection with Markov and non-Markov processes and insiders
title_full_unstemmed	Constrained portfolio selection with Markov and non-Markov processes and insiders
title_sort	constrained portfolio selection with markov and non-markov processes and insiders
publisher	University of Cape Town
publishDate	2014
url	http://hdl.handle.net/11427/4379
work_keys_str_mv	AT durrellfernando constrainedportfolioselectionwithmarkovandnonmarkovprocessesandinsiders
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Constrained portfolio selection with Markov and non-Markov processes and insiders

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