Optimal asset allocation problems under the discrete-time regime-switching model

Description

Thesis (Ph. D.)--University of Hong Kong, 2005. / Title proper from title frame. Also available in printed format.

Links & Downloads

1. http://sunzi.lib.hku.hk/hkuto/record/B31311234

Tags

Asset allocation Markov processes.

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/63512869
Date	January 2005
Creators	Cheung, Ka-chun,
Source Sets	OCLC
Language	English
Detected Language	English
Source	Click to view the E-thesis via HKUTO