Essays about: "Tara Romsäter"
Found 1 essay containing the words Tara Romsäter.
-
1. Merton's Portfolio Problem under Grezelak-Oosterlee-Van Veeren Model
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : Merton’s Optimal Investment-Consumption Problem is a classic optimization problem in finance. It aims to find the optimal controls for a portfolio with both risky and risk-less assets, inorder to maximize an investor’s utility function. READ MORE
Result pages:
1