THREE ESSAYS IN MODERN PORTFOLIO THEORY
Ph.D
Saved in:
Main Author: | ZHANG WEIWEI |
---|---|
Other Authors: | MATHEMATICS |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2020
|
Subjects: | |
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/183421 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Language: | English |
Similar Items
-
Transaction cost optimization for online portfolio selection
by: LI, Bin, et al.
Published: (2018) -
Transaction cost optimization for online portfolio selection
by: LI, Bin, et al.
Published: (2017) -
Optimal dynamic mean–variance portfolio subject to proportional transaction costs and no-shorting constraint
by: Pun, Chi Seng, et al.
Published: (2022) -
Discrete-time mean-variance portfolio selection with transaction costs
by: XIONG DAN
Published: (2010) -
Finite Horizon Portfolio Selection with Transaction Costs
by: LI PEIFAN
Published: (2010)