Browsing School of Physical Sciences (Phys-Sciences) by Title "Optimization of Expected Utility of Consumption and Terminal wealth in a portfolio in continuous time."
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Optimization of Expected Utility of Consumption and Terminal wealth in a portfolio in continuous time.
(Makerere University., 2024-01-31)In this dissertation, addressing an investment-consumption problem with the goal of maximizing expected utility of consumption and terminal wealth in a portfolio in continuous time is considered. The action is two-fold in ...