Multiperiod portfolio optimization in the presence of transaction costs

Multiperiod portfolio optimization in the presence of transaction costs

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1998.

Bibliographic Details
Main Author:	Chryssikou, Efthalia, 1971-
Other Authors:	Dimitris J. Bertsimas.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2005
Subjects:	Sloan School of Management
Online Access:	http://hdl.handle.net/1721.1/9926

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