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Mean-variance portfolio optimisation: trading constraints and time consistency

Czichowsky, Christoph Johannes (2011) Mean-variance portfolio optimisation: trading constraints and time consistency. Doctoral thesis, Eidgenössische Technische Hochschule ETH Zürich.

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Item Type: Thesis (Doctoral)
Official URL: http://www.ethz.ch
Additional Information: © 2011 The Author
Divisions: Mathematics
Subjects: Q Science > QA Mathematics
Sets: Departments > Mathematics
Date Deposited: 01 Oct 2013 08:34
Last Modified: 02 Aug 2019 23:13
URI: http://eprints.lse.ac.uk/id/eprint/53254

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