Analytic methods for asset allocation with illiquid investments and low-frequency data

Thesis: M. Eng., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2018.

Detalhes bibliográficos
Autor principal: Slakter, Adam R
Outros Autores: Peter Kempthorne and Ray Ming Yeh.
Formato: Thesis
Idioma:eng
Publicado em: Massachusetts Institute of Technology 2018
Assuntos:
Acesso em linha:http://hdl.handle.net/1721.1/119571