Mean-variance portfolio optimisation: trading constraints and time consistency

Czichowsky, C. J.ORCID logo (2011). Mean-variance portfolio optimisation: trading constraints and time consistency [Doctoral thesis]. ETH Zurich.
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Item Type Thesis (Doctoral)
Copyright holders © 2011 The Author
Departments LSE > Academic Departments > Mathematics
Date Deposited 01 Oct 2013
URI https://researchonline.lse.ac.uk/id/eprint/53254

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