Video - <학부생을 위한 ɛ 강연> Continuous-time Portfolio Selection

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Lecturer	구형건
Dept.	아주대학교 금융공학과
date	Sep 26, 2019

Lecturer

구형건

Dept.

아주대학교 금융공학과

date

Sep 26, 2019

현대 연속시간 포트폴리오 선택이론에 대하여 설명한다. 마코위츠 의 정적 선택이론으로 시작하여 머튼의 연속시간 선택이론을 설명한다.

1950년대 우주 개발을 위하여 개발된 최적 제어이론이 연속시간 포트폴리오 선택이론에 어떻게 사용되었는가를 설명하고, 이 이론의 현황 그리고 앞으로의 전망에 대하여 논한다.

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Attachment '1'	190926_c.mp4_20191002_092729.300.jpg,

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Category

Subject

Dept.

Lecturer

Math Colloquia