The performance of the three-beta model in the period 1963-1997
Name
43400630-MIT.pdf
Description
Full printable version
Size
9.79 MB
Format
Adobe PDF
Checksum (MD5)
a87bf2f6d8c1de0ec5c1b77b7fa73417
Author(s)
Arslanalp, Serkan, 1976-
Advisor(s)
Roy E. Welsch.
Alternative Title
model for portfolio optimization when returns are not distributed normally
Date Issued
1999
Publisher
Massachusetts Institute of Technology
Description
Thesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1999.
Includes bibliographical references (leaf 63).
Subjects
Electrical Engineering and Computer Science
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Terms of Use
M.I.T. theses are protected by
copyright. They may be viewed from this source for any purpose, but
reproduction or distribution in any format is prohibited without written
permission. See provided URL for inquiries about permission.
copyright. They may be viewed from this source for any purpose, but
reproduction or distribution in any format is prohibited without written
permission. See provided URL for inquiries about permission.
Persistent DSpace Link
