| dc.contributor.advisor | Roy E. Welsch. | en_US |
| dc.contributor.author | Arslanalp, Serkan, 1976- | en_US |
| dc.date.accessioned | 2013-08-22T18:47:03Z | |
| dc.date.available | 2013-08-22T18:47:03Z | |
| dc.date.copyright | 1999 | en_US |
| dc.date.issued | 1999 | en_US |
| dc.identifier.uri | http://hdl.handle.net/1721.1/80033 | |
| dc.description | Thesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1999. | en_US |
| dc.description | Includes bibliographical references (leaf 63). | en_US |
| dc.description.statementofresponsibility | by Serkan Arslanalp. | en_US |
| dc.format.extent | 63 leaves | en_US |
| dc.language.iso | eng | en_US |
| dc.publisher | Massachusetts Institute of Technology | en_US |
| dc.rights | 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. | en_US |
| dc.rights.uri | http://dspace.mit.edu/handle/1721.1/7582 | en_US |
| dc.subject | Electrical Engineering and Computer Science | en_US |
| dc.title | The performance of the three-beta model in the period 1963-1997 | en_US |
| dc.title.alternative | model for portfolio optimization when returns are not distributed normally | en_US |
| dc.type | Thesis | en_US |
| dc.description.degree | M.Eng. | en_US |
| dc.contributor.department | Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science | |
| dc.identifier.oclc | 43400630 | en_US |
