The performance of the three-beta model in the period 1963-1997

Author(s)
Arslanalp, Serkan, 1976-
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Alternative title
model for portfolio optimization when returns are not distributed normally
Advisor
Roy E. Welsch.
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Description
Thesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1999.
 
Includes bibliographical references (leaf 63).
 
Date issued
1999
URI
http://hdl.handle.net/1721.1/80033
Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Publisher
Massachusetts Institute of Technology
Keywords
Electrical Engineering and Computer Science
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