UI Postgraduate College

Browsing Science by Subject "Power utility function,Diversification, Itˆo-integral, Semimartingale."

Browsing Science by Subject "Power utility function,Diversification, Itˆo-integral, Semimartingale."

Sort by: Order: Results:

  • ACHUDUME, Celestine (2020-01)
    A sensitive investor seeks to diversify assets and optimal portfolio which provide the maximum expected returns at a given level of risk. Optimal portfolio problems of an investor with logarithmic utility have been ...

Search DSpace


Advanced Search

Browse

My Account