Applications of optimal portfolio management

Applications of optimal portfolio management

Thesis: Ph. D., Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2015.

Bibliographic Details
Main Author: Bisias, Dimitrios
Other Authors: Andrew W. Lo.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2016
Subjects:
Operations Research Center.
Online Access:http://hdl.handle.net/1721.1/101292

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