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postgraduate thesis: Enlargement of filtration on Poisson space and some results on the Sharpe ratio

TitleEnlargement of filtration on Poisson space and some results on the Sharpe ratio
Authors
Advisors
Advisor(s):Yung, SP
Issue Date2011
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Wright, J. A.. (2011). Enlargement of filtration on Poisson space and some results on the Sharpe ratio. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4714750
DegreeDoctor of Philosophy
SubjectRatio analysis.
Poisson processes.
Malliavin calculus.
Dept/ProgramMathematics

 

DC FieldValueLanguage
dc.contributor.advisorYung, SP-
dc.contributor.authorWright, John Alexander.-
dc.date.issued2011-
dc.identifier.citationWright, J. A.. (2011). Enlargement of filtration on Poisson space and some results on the Sharpe ratio. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4714750-
dc.languageeng-
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)-
dc.relation.ispartofHKU Theses Online (HKUTO)-
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.-
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.source.urihttp://hub.hku.hk/bib/B47147507-
dc.subject.lcshRatio analysis.-
dc.subject.lcshPoisson processes.-
dc.subject.lcshMalliavin calculus.-
dc.titleEnlargement of filtration on Poisson space and some results on the Sharpe ratio-
dc.typePG_Thesis-
dc.identifier.hkulb4714750-
dc.description.thesisnameDoctor of Philosophy-
dc.description.thesislevelDoctoral-
dc.description.thesisdisciplineMathematics-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5353/th_b4714750-
dc.date.hkucongregation2012-

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