Transaction costs and resampling in mean-variance portfolio optimization

Description

Thesis (M.S.)--Worcester Polytechnic Institute. / Keywords: Resampling; Portfolio Optimization; Transaction Costs; Mean-Variance Optimization. Includes bibliographical references (p. 23).

Links & Downloads

1. http://www.wpi.edu/Pubs/ETD/Available/etd-0430104-123456/

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Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/56796203
Date	January 2004
Creators	Asumeng-Denteh, Emmanuel.
Source Sets	OCLC
Language	English
Detected Language	English
Source	Link to electronic thesis.