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postgraduate thesis: Enlargement of filtration on Poisson space and some results on the Sharpe ratio
| Title | Enlargement of filtration on Poisson space and some results on the Sharpe ratio |
|---|---|
| Authors | |
| Advisors | Advisor(s):Yung, SP |
| Issue Date | 2011 |
| Publisher | The 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 |
| Degree | Doctor of Philosophy |
| Subject | Ratio analysis. Poisson processes. Malliavin calculus. |
| Dept/Program | Mathematics |
| Persistent Identifier | http://hdl.handle.net/10722/145680 |
| HKU Library Item ID | b4714750 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Yung, SP | - |
| dc.contributor.author | Wright, John Alexander. | - |
| dc.date.issued | 2011 | - |
| dc.identifier.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 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/145680 | - |
| dc.language | eng | - |
| dc.publisher | The University of Hong Kong (Pokfulam, Hong Kong) | - |
| dc.relation.ispartof | HKU Theses Online (HKUTO) | - |
| dc.rights | The author retains all proprietary rights, (such as patent rights) and the right to use in future works. | - |
| dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
| dc.source.uri | http://hub.hku.hk/bib/B47147507 | - |
| dc.subject.lcsh | Ratio analysis. | - |
| dc.subject.lcsh | Poisson processes. | - |
| dc.subject.lcsh | Malliavin calculus. | - |
| dc.title | Enlargement of filtration on Poisson space and some results on the Sharpe ratio | - |
| dc.type | PG_Thesis | - |
| dc.identifier.hkul | b4714750 | - |
| dc.description.thesisname | Doctor of Philosophy | - |
| dc.description.thesislevel | Doctoral | - |
| dc.description.thesisdiscipline | Mathematics | - |
| dc.description.nature | published_or_final_version | - |
| dc.identifier.doi | 10.5353/th_b4714750 | - |
| dc.date.hkucongregation | 2012 | - |
| dc.identifier.mmsid | 991032812889703414 | - |