Optimal portfolio selection in stochastic environment

By karan Thagunna

In this dissertation, we consider a particular case of an optimal consumption and portfolio selection problem for an innitely lived investor whose consumption rate process is subject to downside... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838353978
• ISBN13: 9783838353975
• Release Date: April 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 112 Pages
• Weight: 0.39 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"