Apr 18, 2024  
2017-2018 Graduate Catalog 
    
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2017-2018 Graduate Catalog [NOTE!!!! THIS IS AN ARCHIVED CATALOG. FOR THE CURRENT CATALOG, GO TO CATALOG.NIU.EDU]

ECON 647 - Optimal Portfolio Choice

A survey in discrete and continuous time using analytical and numerical techniques. Topics include dynamic programming, martingale methods, robustness, and the Malliavin calculus.

Prerequisites & Notes
PRQ: CSCI 689 and ECON 591; or consent of department.

Credits: 3