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Mean-Variance Optimization
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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
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Masters Theses
1
Year
2004
1
Creator
Asumeng-Denteh, Emmanuel
1
Advisor
Vermes, Domokos
1
Contributor
Vermes, Domokos
1
Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Thesis
1
