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Mean-variance portfolio optimisation: trading constraints and time consistency

Czichowsky, Christoph Johannes ORCID: 0000-0002-3513-6843 (2011) Mean-variance portfolio optimisation: trading constraints and time consistency. Doctoral thesis, ETH Zurich.

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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
Date Deposited: 01 Oct 2013 08:34
Last Modified: 11 Dec 2024 16:25
URI: http://eprints.lse.ac.uk/id/eprint/53254

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