Robust portfolio optimisation with filtering uncertainty
<p>This thesis focuses on how portfolio optimisation can be carried out under different types of uncertainty, which we often measure through the use of filters. Chapter 1 motivates the problem, gives an overview of the thesis and covers some necessary background material. Chapter 2 deals with...
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| フォーマット: | 学位論文 |
| 出版事項: |
2017
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