Multiperiod portfolio optimization in the presence of transaction costs
Name
40122057-MIT.pdf
Description
Full printable version
Size
15.26 MB
Format
Adobe PDF
Checksum (MD5)
a78dd3ac14dc3ab3b2dcfd8fe8dfba6f
Author(s)
Chryssikou, Efthalia, 1971-
Advisor(s)
Dimitris J. Bertsimas.
Date Issued
1998
Publisher
Massachusetts Institute of Technology
Description
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1998.
Includes bibliographical references (p. 285-291).
Subjects
Sloan School of Management
MIT Department
Sloan School of Management
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