Thesis supervisor: Miklós Rásonyi
Location of studies (in Hungarian): Department of Probability Theory and Statistics, Faculty of Science, Eötvös Loránd University Abbreviation of location of studies: ELTE
Description of the research topic:
The theory of large markets deals with the absence of various forms of (asymptotic) arbitrage in markets with a large number of assets (such as a bond market) and its statistical implications. More recent research investigates if optimal investment problems are well-posed in such a context. The proposed research project aims at extending available results to new classes of large markets.
Required language skills: English Further requirements: MSc degree in Mathematics
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