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