Adding the proper nanoparticles to the fluid will result in the enhancement of transfer rate in
a microchannel due to enhanced thermal conductivity of the working fluid, which inspired …

In this work, we present an application of Stochastic Control Theory to the Merton's portfolio
optimization problem. Then, the dynamic programming methodology is applied to reduce the …

We study a discrete-time portfolio selection problem with partial informa-tion and maximum
drawdown constraint. Drift uncertainty in the multidimensional framework is modeled by a …

We study a discrete-time portfolio selection problem with partial information and maxi\-mum
drawdown constraint. Drift uncertainty in the multidimensional framework is modeled by a …

Portfolio management is portfolio management created on behalf of the investor by the
financial assets to ensure maximum efficiency within the risk rate and duration set by the …

This thesis is concerned with stochastic models to manage financial risks. The first part deals
with market risk and considers an investor facing a classical portfolio problem of optimal …

The present thesis is a study of different optimal portfolio allocation problems in the case
where the appreciation rate, named the drift, of the Brownian motion driving the dynamics of …

We study a discrete-time portfolio selection problem with partial information and maximum
drawdown constraint. Drift uncertainty in the multidimensional framework is modeled by a …

Investors are looking to choose the optimal combination of assets and allocate their wealth
among them in such a way that they can achieve the goal of investing (increasing the …