Master semester project: 2008-2009

==== Is Diversification Always the Best Way to Minimize Risk? ====
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**Description:**\\
Consider the problem of investing in a collection of independent random agents, such as investments in a portfolio or power allocations in a MIMO channels; in order to minimize the probability that the portfolio's return goes underneath a fixed threshold, or that the MIMO communication link goes in outage under a given rate, is it always best to diversify the money or power over all agents?
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**Objective:**\\
Understand the probabilistic model and existing results; then complete or extend some of the results.\\
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**Prerequisites:**\\
Interest in solving mathematical (probability) problems.
Matlab could be helpful for numerical checks. \\ 
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**Supervisor:**\\
Emmanuel Abbe, tel: 35657, office: INR 030, emmanuel.abbe@epfl.ch \\
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**Professor:**\\
Prof. Bixio Rimoldi
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