Finite Horizon Trading Strategy with Transaction Costs and Exponential Utility in a Regime Switching Market

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Bibliographic Details
Main Author:	XU SHANGHUA
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2011
Subjects:	Exponential Utility, Regime Switching, Penalty Method, Projected SOR Method, Investment, Risk
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/20994
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-20994
record_format	dspace
spelling	sg-nus-scholar.10635-209942017-10-21T08:27:02Z Finite Horizon Trading Strategy with Transaction Costs and Exponential Utility in a Regime Switching Market XU SHANGHUA MATHEMATICS DAI MIN Exponential Utility, Regime Switching, Penalty Method, Projected SOR Method, Investment, Risk Master's MASTER OF SCIENCE 2011-03-31T18:01:41Z 2011-03-31T18:01:41Z 2010-08-17 Thesis XU SHANGHUA (2010-08-17). Finite Horizon Trading Strategy with Transaction Costs and Exponential Utility in a Regime Switching Market. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/20994 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Exponential Utility, Regime Switching, Penalty Method, Projected SOR Method, Investment, Risk
spellingShingle	Exponential Utility, Regime Switching, Penalty Method, Projected SOR Method, Investment, Risk XU SHANGHUA Finite Horizon Trading Strategy with Transaction Costs and Exponential Utility in a Regime Switching Market
description	Master's
author2	MATHEMATICS
author_facet	MATHEMATICS XU SHANGHUA
format	Theses and Dissertations
author	XU SHANGHUA
author_sort	XU SHANGHUA
title	Finite Horizon Trading Strategy with Transaction Costs and Exponential Utility in a Regime Switching Market
title_short	Finite Horizon Trading Strategy with Transaction Costs and Exponential Utility in a Regime Switching Market
title_full	Finite Horizon Trading Strategy with Transaction Costs and Exponential Utility in a Regime Switching Market
title_fullStr	Finite Horizon Trading Strategy with Transaction Costs and Exponential Utility in a Regime Switching Market
title_full_unstemmed	Finite Horizon Trading Strategy with Transaction Costs and Exponential Utility in a Regime Switching Market
title_sort	finite horizon trading strategy with transaction costs and exponential utility in a regime switching market
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/20994
_version_	1681079795696271360

Finite Horizon Trading Strategy with Transaction Costs and Exponential Utility in a Regime Switching Market

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