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Some new results on utility maximization and portfolios optimisation

  • Leung Lung CHAN

Student thesis: Master's Thesis

Date of Award2 Oct 2002
Original languageEnglish
Awarding Institution
  • City University of Hong Kong
SupervisorQiang ZHANG (Supervisor)

Keywords

  • Mathematical models
  • Utility theory
  • Brownian motion processes
  • Portfolio management

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