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

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.

Bibliographic Details
Main Author: Slakter, Adam R
Other Authors: Peter Kempthorne and Ray Ming Yeh.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2018
Subjects:
Electrical Engineering and Computer Science.
Online Access:http://hdl.handle.net/1721.1/119571

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