Portfolio optimization with transaction costs and preconceived portfolio weights

Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2009.

Bibliographic Details
Main Author:	Myers, Jeremy D. (Jeremy Dale)
Other Authors:	Leonid Kogan.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2011
Subjects:	Electrical Engineering and Computer Science.
Online Access:	http://hdl.handle.net/1721.1/61296

Internet

http://hdl.handle.net/1721.1/61296