Large markets: asymptotic arbitrage and portfolio optimisation

<p>In this thesis, we aim to shed some light on the intricate behaviour of large, correlated financial markets, the existence or absence of asymptotic arbitrage in such a model and its connection to optimal investing. Therefore we will approximate these finite large markets by infinite-sized m...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Dub, A
מחברים אחרים: Hambly, B
פורמט: Thesis
יצא לאור: 2016