MULTIPERIOD PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS

Ph.D

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Bibliographic Details
Main Author:	FU YINGHUI
Other Authors:	INDUSTRIAL & SYSTEMS ENGINEERING
Format:	Theses and Dissertations
Language:	English
Published:	2013
Subjects:	mean-variance, portfolio optimization, transaction costs, dynamic programming, investment analysis, approximation method
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/38381
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-38381
record_format	dspace
spelling	sg-nus-scholar.10635-383812024-10-26T19:31:06Z MULTIPERIOD PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS FU YINGHUI INDUSTRIAL & SYSTEMS ENGINEERING NG KIEN MING HUANG BORAY mean-variance, portfolio optimization, transaction costs, dynamic programming, investment analysis, approximation method Ph.D DOCTOR OF PHILOSOPHY 2013-06-05T18:00:07Z 2013-06-05T18:00:07Z 2012-08-16 Thesis FU YINGHUI (2012-08-16). MULTIPERIOD PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/38381 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	mean-variance, portfolio optimization, transaction costs, dynamic programming, investment analysis, approximation method
spellingShingle	mean-variance, portfolio optimization, transaction costs, dynamic programming, investment analysis, approximation method FU YINGHUI MULTIPERIOD PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS
description	Ph.D
author2	INDUSTRIAL & SYSTEMS ENGINEERING
author_facet	INDUSTRIAL & SYSTEMS ENGINEERING FU YINGHUI
format	Theses and Dissertations
author	FU YINGHUI
author_sort	FU YINGHUI
title	MULTIPERIOD PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS
title_short	MULTIPERIOD PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS
title_full	MULTIPERIOD PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS
title_fullStr	MULTIPERIOD PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS
title_full_unstemmed	MULTIPERIOD PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS
title_sort	multiperiod portfolio optimization with transaction costs
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/38381
_version_	1821204382977359872

MULTIPERIOD PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS

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