Essays about: "Christopher Furu"

Found 1 essay containing the words Christopher Furu.

  1. 1. Investigating usefulness of portfolio optimization with respect to prospect utility in financial advisory

    University essay from KTH/Matematisk statistik

    Author : William Brink; Christopher Furu; [2017]
    Keywords : ;

    Abstract : In this paper we derive and analyze the usefulness of a prospect theory based model for selecting optimal portfolios with respect to multiple investment goals. The focus is to determine whether or not the model would be suitable for the advisory process by investigating the result given by the optimal portfolio values and proportion in risky assets in continuous time. READ MORE