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Constrained portfolio selection with Markov and non-Markov processes and insiders
Word processed copy. Includes bibliographical references (p. 158-168).
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Statistical Sciences
2014
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| _version_ | 1867613233716658176 |
|---|---|
| access_status_str | Open Access |
| author | Durrell, Fernando |
| author2 | Ouwehand, Peter |
| author_browse | Durrell, Fernando Ouwehand, Peter |
| author_facet | Ouwehand, Peter Durrell, Fernando |
| author_sort | Durrell, Fernando |
| collection | Thesis |
| description | Word processed copy.
Includes bibliographical references (p. 158-168). |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/4379 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:52.713Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Department of Statistical Sciences |
| publisherStr | Department of Statistical Sciences |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/4379 Constrained portfolio selection with Markov and non-Markov processes and insiders Durrell, Fernando Ouwehand, Peter Abraham, Haim Statistical Sciences Word processed copy. Includes bibliographical references (p. 158-168). 2014-07-30T17:43:59Z 2014-07-30T17:43:59Z 2007 Doctoral Thesis Doctoral PhD http://hdl.handle.net/11427/4379 eng application/pdf Department of Statistical Sciences Faculty of Science University of Cape Town |
| spellingShingle | Statistical Sciences Durrell, Fernando Constrained portfolio selection with Markov and non-Markov processes and insiders |
| thesis_degree_str | Doctoral |
| title | Constrained portfolio selection with Markov and non-Markov processes and insiders |
| title_full | Constrained portfolio selection with Markov and non-Markov processes and insiders |
| title_fullStr | Constrained portfolio selection with Markov and non-Markov processes and insiders |
| title_full_unstemmed | Constrained portfolio selection with Markov and non-Markov processes and insiders |
| title_short | Constrained portfolio selection with Markov and non-Markov processes and insiders |
| title_sort | constrained portfolio selection with markov and non markov processes and insiders |
| topic | Statistical Sciences |
| url | http://hdl.handle.net/11427/4379 |
| work_keys_str_mv | AT durrellfernando constrainedportfolioselectionwithmarkovandnonmarkovprocessesandinsiders |