The Mathematical Institute, University of Oxford, Eprints Archive

Time-Inconsistency: Performance of the Local Mean-Variance
Optimal Portfolio

Han, Wang (2009) Time-Inconsistency: Performance of the Local Mean-Variance
Optimal Portfolio.
Masters thesis, Mathematical Institute.

[img]
Preview
PDF - Submitted Version
126kB

Item Type:Thesis (Masters)
Subjects:H - N > Mathematics education
Research Groups:Mathematical and Computational Finance Group
ID Code:788
Deposited By: Laura Auger
Deposited On:23 Jul 2009 07:26
Last Modified:29 May 2015 18:29

Repository Staff Only: item control page