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Essays in dynamic portfolio optimization and diffusion estimations

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Author(s)
He, Hua
Advisor(s)
Chi-fu Huang.
Date Issued
1990
Publisher
Massachusetts Institute of Technology
Description
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1990.
Includes bibliographical references.
Subjects
Sloan School of Management.
MIT Department
Sloan School of Management
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