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Transaction costs and resampling in mean-variance portfolio optimization

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

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/56796203
Date January 2004
CreatorsAsumeng-Denteh, Emmanuel.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceLink to electronic thesis.

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