Multiperiod portfolio optimization in the presence of transaction costs

Author(s)
Chryssikou, Efthalia, 1971-
Thumbnail
DownloadFull printable version (15.25Mb)
Advisor
Dimitris J. Bertsimas.
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. http://dspace.mit.edu/handle/1721.1/7582
Metadata
Show full item record
Description
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1998.
 
Includes bibliographical references (p. 285-291).
 
Date issued
1998
URI
http://hdl.handle.net/1721.1/9926
Department
Sloan School of Management
Publisher
Massachusetts Institute of Technology
Keywords
Sloan School of Management
Collections