Multiperiod portfolio optimization in the presence of transaction costs
Author(s)Chryssikou, Efthalia, 1971-
Dimitris J. Bertsimas.
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Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1998.Includes bibliographical references (p. 285-291).
DepartmentSloan School of Management
Massachusetts Institute of Technology
Sloan School of Management