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Multiperiod portfolio optimization in the presence of transaction costs

dc.contributor.advisorDimitris J. Bertsimas.en_US
dc.contributor.authorChryssikou, Efthalia, 1971-en_US
dc.date.accessioned2005-08-19T14:16:33Z
dc.date.available2005-08-19T14:16:33Z
dc.date.copyright1998en_US
dc.date.issued1998en_US
dc.identifier.urihttp://hdl.handle.net/1721.1/9926
dc.descriptionThesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1998.en_US
dc.descriptionIncludes bibliographical references (p. 285-291).en_US
dc.description.statementofresponsibilityby Efthalia Chryssikou.en_US
dc.format.extent291 p.en_US
dc.format.extent16001201 bytes
dc.format.extent16000958 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/pdf
dc.language.isoengen_US
dc.publisherMassachusetts Institute of Technologyen_US
dc.rightsM.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.urihttp://dspace.mit.edu/handle/1721.1/7582
dc.subjectSloan School of Managementen_US
dc.titleMultiperiod portfolio optimization in the presence of transaction costsen_US
dc.typeThesisen_US
dc.description.degreePh.D.en_US
dc.contributor.departmentSloan School of Managementen_US
dc.identifier.oclc40122057en_US


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