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...
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| Aineistotyyppi: | Opinnäyte |
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2016
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