Optimal portfolio management when stocks are driven by mean-reverting processes

Optimal portfolio management when stocks are driven by mean-reverting processes

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A dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science(Mathematical Modelling) of the University of Dar es Salaam

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Bibliographic Details
Main Author:	Mbigili, Lusungu J.
Format:	Thesis
Language:	English
Published:	University of Dar es Salaam 2023
Online Access:	http://192.168.30.20:4000/handle/123456789/42
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