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...
| Главный автор: | |
|---|---|
| Другие авторы: | |
| Формат: | Диссертация |
| Опубликовано: |
2016
|