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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. PhD thesis, Eidgenössische Technische Hochschule ETH Zürich .

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Item Type: Thesis (PhD)
Official URL: http://www.ethz.ch
Additional Information: © 2011 The Author
Library of Congress subject classification: Q Science > QA Mathematics
Sets: Departments > Mathematics
Date Deposited: 01 Oct 2013 08:34
URL: http://eprints.lse.ac.uk/53254/

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