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Massachusetts Institute of Technology
Multiperiod portfolio optimization in the presence of transaction costs
Abstract
dc:descriptionThesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1998.
Degree
thesis:*- Department dc:contributor.department
- Sloan School of Management
- Grantor dc:publisher
- Massachusetts Institute of Technology
- Year dc:date.issued
- 1998
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Chryssikou, Efthalia, 1971-
- Advisor dc:contributor.advisor
-
- Dimitris J. Bertsimas.
Subjects
dc:subject × 1Rights
dc:rights- Statement dc:rights
-
- M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission.
- Licence dc:rights.uri
- Language dc:language.iso
- eng
Identifiers
dc:identifier.*- Handle dc:identifier.uri
- http://hdl.handle.net/1721.1/9926
- OAI identifier oai:identifier
- oai:dspace.mit.edu:1721.1/9926