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筛选: 创造者 Asumeng-Denteh, Emmanuel

Transaction costs and resampling in mean-variance portfolio optimization

关键词:

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

创造者:

Asumeng-Denteh, Emmanuel

Advisor:

Vermes, Domokos

出版者:

Worcester Polytechnic Institute

创建日期:

2004-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences