Constrained portfolio selection with Markov and non-Markov processes and insiders

Durrell, Fernando

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Department of Statistical Sciences

Constrained portfolio selection with Markov and non-Markov processes and insiders

dc:creator Durrell, Fernando

dc:date.issued2007

Abstract

dc:description.abstract

Word processed copy. Includes bibliographical references (p. 158-168).

Degree

thesis:*

Grantor dc:publisher.institution: Department of Statistical Sciences
Year dc:date.issued: 2007

Author and committee

dc:creator, dc:contributor.*

Author dc:creator: Durrell, Fernando
Advisors dc:contributor.advisor: Ouwehand, Peter
Abraham, Haim

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Language dc:language.iso: eng

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dc:identifier.*

Handle dc:identifier.uri: http://hdl.handle.net/11427/4379
OAI identifier oai:identifier: oai:open.uct.ac.za:11427/4379

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Harvested from: University of Cape Town
Base URL: open.uct.ac.za/oai/request
Last updated: 2026-07-22
Source record: OAI-PMH GetRecord

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citation

Durrell, Fernando. Constrained portfolio selection with Markov and non-Markov processes and insiders. Department of Statistical Sciences, 2007. http://hdl.handle.net/11427/4379

Constrained portfolio selection with Markov and non-Markov processes and insiders

Abstract

Degree

Author and committee

Rights

Identifiers

Chain of custody

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