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Filtragem por: O Criador Asumeng-Denteh, Emmanuel Palavra-chave Resampling Year 2004

Transaction costs and resampling in mean-variance portfolio optimization

Palavra-chave:

Portfolio Optimization, Transaction Costs, Resampling, and Mean-Variance Optimization

O Criador:

Asumeng-Denteh, Emmanuel

Advisor:

Vermes, Domokos

Editor:

Worcester Polytechnic Institute

Data Criada:

2004-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences