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Multiperiod portfolio optimization in the presence of transaction costs

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1998. / Includes bibliographical references (p. 285-291). / by Efthalia Chryssikou. / Ph.D.

Identiferoai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/9926
Date January 1998
CreatorsChryssikou, Efthalia, 1971-
ContributorsDimitris J. Bertsimas., Sloan School of Management
PublisherMassachusetts Institute of Technology
Source SetsM.I.T. Theses and Dissertation
LanguageEnglish
Detected LanguageEnglish
TypeThesis
Format291 p., 16001201 bytes, 16000958 bytes, application/pdf, application/pdf, application/pdf
RightsM.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission., http://dspace.mit.edu/handle/1721.1/7582

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