Discrete-time mean-variance portfolio selection with transaction costs

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Bibliographic Details
Main Author:	XIONG DAN
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	asset allocation, portfolio section, mean-variance formulation, transaction costs, no-transaction region, Sharpe Ratio.
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/13232
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-13232
record_format	dspace
spelling	sg-nus-scholar.10635-132322024-10-26T15:07:47Z Discrete-time mean-variance portfolio selection with transaction costs XIONG DAN MATHEMATICS JIN HANQING asset allocation, portfolio section, mean-variance formulation, transaction costs, no-transaction region, Sharpe Ratio. Master's MASTER OF SCIENCE 2010-04-08T10:31:11Z 2010-04-08T10:31:11Z 2008-05-12 Thesis XIONG DAN (2008-05-12). Discrete-time mean-variance portfolio selection with transaction costs. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/13232 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
language	English
topic	asset allocation, portfolio section, mean-variance formulation, transaction costs, no-transaction region, Sharpe Ratio.
spellingShingle	asset allocation, portfolio section, mean-variance formulation, transaction costs, no-transaction region, Sharpe Ratio. XIONG DAN Discrete-time mean-variance portfolio selection with transaction costs
description	Master's
author2	MATHEMATICS
author_facet	MATHEMATICS XIONG DAN
format	Theses and Dissertations
author	XIONG DAN
author_sort	XIONG DAN
title	Discrete-time mean-variance portfolio selection with transaction costs
title_short	Discrete-time mean-variance portfolio selection with transaction costs
title_full	Discrete-time mean-variance portfolio selection with transaction costs
title_fullStr	Discrete-time mean-variance portfolio selection with transaction costs
title_full_unstemmed	Discrete-time mean-variance portfolio selection with transaction costs
title_sort	discrete-time mean-variance portfolio selection with transaction costs
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/13232
_version_	1821194413182812160

Discrete-time mean-variance portfolio selection with transaction costs

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