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Resampling
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An Empirical Analysis of Resampled Efficiency
Keyword:
Resampling
and
Michaud
Creator:
Kohli, Jasraj
Advisor:
Heinricher, Arthur C.
Publisher:
Worcester Polytechnic Institute
Date Created:
2005-04-26
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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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Creator
Asumeng-Denteh, Emmanuel
1
Kohli, Jasraj
1
Advisor
Heinricher, Arthur C.
1
Vermes, Domokos
1
Contributor
Heinricher, Arthur C.
1
Vermes, Domokos
1
Unit (Department)
Mathematical Sciences
2
Publisher
Worcester Polytechnic Institute
2
Resource type
Thesis
2
