Mean-variance portfolio optimisation: trading constraints and time consistency

Czichowsky, Christoph JohannesORCID logo (2011) Mean-variance portfolio optimisation: trading constraints and time consistency. Doctoral thesis, ETH Zurich.
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Item Type Thesis (Doctoral)
Keywords financial mathematics,investment management,mathematical economics,operations research,portfolio selection
Departments Mathematics
Date Deposited 01 Oct 2013 08:34
URI https://researchonline.lse.ac.uk/id/eprint/53254

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