Optimal portfolio management when stocks are driven by Mean-Reverting Processes

Optimal portfolio management when stocks are driven by Mean-Reverting Processes

Mostrar otras versiones (1)

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

Guardado en:

Detalles Bibliográficos
Autor principal:	Mbigili, Lusungu Julius
Formato:	Tesis
Lenguaje:	inglés
Publicado:	University of Dar es Salaam 2024
Materias:	Ito-diffusion and Generator Bellman's Principle stochastic optimal control
Acceso en línea:	https://scholar.mzumbe.ac.tz/handle/123456789/513
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Optimal portfolio management when stocks are driven by Mean-Reverting Processes
por: Mbigili, Lusungu Julius
Publicado: (2024)

Optimal portfolio management when stocks are driven by mean-reverting processes
por: Mbigili, Lusungu J.
Publicado: (2023)

Optimal portfolio management when stocks are driven by mean-reverting processes
por: Mbigili, Lusungu J.
Publicado: (2023)

Pricing barrier options when the dynamics of the prices are driven by the Mean Reverting Process
por: Komunte, Masoud
Publicado: (2024)

Pricing barrier options when the dynamics of the prices are driven by the mean reverting process
por: Komunte, Masoud
Publicado: (2023)

Pricing barrier options when the dynamics of the prices are driven by the Mean Reverting Process
por: Komunte, Masoud
Publicado: (2024)

Pricing barrier options when the dynamics of the prices are driven by the mean reverting process
por: Komunte, Masoud
Publicado: (2023)

Introduction to optimization theory
por: Gottfried, Byron S.
Publicado: (1973)

Optimization in economic theory /
por: Dixit, Avinash K.
Publicado: (1976)

Optimization in economic theory /
por: Dixit, Avinash K.
Publicado: (1976)

Optimization and stability theory for economic analysis /
por: Beavis, Brian
Publicado: (1989)

Introduction to probability and statistics : from a Bayesian viewpoint
por: Lindley, D. V.
Publicado: (1965)

Stochastic processes
por: Medhi, J
Publicado: (1984)

Discrete optimization algorithms : with Pascal programs /
por: Sysło, Maciej M.
Publicado: (1983)

Optimization model for solid waste management at Ilala Municipal, Tanzania
por: Lyeme, Halidi A, et al.
Publicado: (2024)

Optimization model for solid waste management at Ilala Municipal, Tanzania
por: Lyeme, Halidi A, et al.
Publicado: (2024)

Business Process Re-Engineering
por: Sungau, Joseph Joseph
Publicado: (2024)

Business Process Re-Engineering
por: Sungau, Joseph Joseph
Publicado: (2024)

Investigating factors influencing the adoption and use of Free and Open Source Software (FOSS) in Tanzanian higher learning institutions: towards an Individual-Technology-Organizational-Environmental (ITOE) framework
por: Kisanjara, Simeo, et al.
Publicado: (2024)

Investigating factors influencing the adoption and use of Free and Open Source Software (FOSS) in Tanzanian higher learning institutions: towards an Individual-Technology-Organizational-Environmental (ITOE) framework
por: Kisanjara, Simeo, et al.
Publicado: (2024)

General principles of law simplified : a textbook for C.P.A paper 2; C.P.S paper 2 and other law papers/
por: Saleemi, N.A
Publicado: (1992)

Principles of management : A modern approach /
por: Albers Henry H.
Publicado: (1969)

Multi-objective optimization model formulation for solid waste management in Dar es Salaam, Tanzania
por: Lyeme, Halidi Ally, et al.
Publicado: (2024)

Multi-objective optimization model formulation for solid waste management in Dar es Salaam, Tanzania
por: Lyeme, Halidi Ally, et al.
Publicado: (2024)

A new method for intuitionistic fuzzy multi-objective linear fractional optimization problem and its application in agricultural land allocation problem
por: Moges, Demmelash Mollalign, et al.
Publicado: (2024)

A new method for intuitionistic fuzzy multi-objective linear fractional optimization problem and its application in agricultural land allocation problem
por: Moges, Demmelash Mollalign, et al.
Publicado: (2024)

Introduction to the principles of morals and legislation
por: Bentham, Jeremy
Publicado: (2004)

Principles of statutory interpretation
por: Singh Guru Prasanna
Publicado: (2002)

Schaum's outline of theory and problems of principles of economics
Publicado: (1996)

Assessing the impact of income generating activities toward development of coastal communities in Tanzania: A case of Pangani District council, Tanzania
por: Kaskazi, Rose P.
Publicado: (2024)

Assessing the impact of income generating activities toward development of coastal communities in Tanzania: A case of Pangani District council, Tanzania
por: Kaskazi, Rose P.
Publicado: (2024)

An introduction to syntax /
por: Van Valin, Robert D.
Publicado: (2001)

Administrative law in East Africa
por: Oluyede, Peter
Publicado: (2006)

Modern business administration
por: Appleby, Robert C.
Publicado: (1994)

Human values : Where people work /
por: Spates Thomas G.
Publicado: (1960)

Principles and practice of management: simplified
por: Sallemi, Nisar Ahmad
Publicado: (2006)

Mathematical programming formulations for the examinations timetable problem: The case of the University of Dar es Salaam
por: Mushi, Allen R.
Publicado: (2024)

Mathematical programming formulations for the examinations timetable problem: The case of the University of Dar es Salaam
por: Mushi, Allen R.
Publicado: (2024)

Exploring the nexus between health status, technical efficiency, and welfare of small-scale cereal farmers in Tanzania: A stochastic frontier analysis
por: Kitole, Felician A, et al.
Publicado: (2024)

Asset liability management for Tanzania: Pension funds by stochastic programming
por: John, Andongwisye, et al.
Publicado: (2024)