Portfolio optimization with transaction costs and preconceived portfolio weights
Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2009.
Main Author: | Myers, Jeremy D. (Jeremy Dale) |
---|---|
Other Authors: | Leonid Kogan. |
Format: | Thesis |
Language: | eng |
Published: |
Massachusetts Institute of Technology
2011
|
Subjects: | |
Online Access: | http://hdl.handle.net/1721.1/61296 |
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