UI Postgraduate College

OPTIMAL PORTFOLIO OF A SENSITIVE INVESTOR IN A FINANCIAL MARKET

OPTIMAL PORTFOLIO OF A SENSITIVE INVESTOR IN A FINANCIAL MARKET

 

Recent Submissions

  • ACHUDUME, Celestine (2020-01)
    A sensitive investor seeks to diversify assets and optimal portfolio which provide the maximum expected returns at a given level of risk. Optimal portfolio problems of an investor with logarithmic utility have been ...