General superposition strategies and asset allocation

General superposition strategies and asset allocation

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2007.

Bibliographic Details
Main Author: Kaminski, Kathryn Margaret
Other Authors: Andrew W. Lo.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2008
Subjects:
Operations Research Center.
Online Access:http://hdl.handle.net/1721.1/40384

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