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Filtering by: Creator Asumeng-Denteh, Emmanuel Resource type Thesis

Transaction costs and resampling in mean-variance portfolio optimization

Keyword:

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

Creator:

Asumeng-Denteh, Emmanuel

Advisor:

Vermes, Domokos

Publisher:

Worcester Polytechnic Institute

Date Created:

2004-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences