Mean-variance portfolio optimisation
trading constraints and time consistency
dc.contributor.author
Czichowsky, Christoph Johannes
dc.contributor.supervisor
Schweizer, Martin
dc.date.accessioned
2017-06-13T13:42:12Z
dc.date.available
2017-06-13T13:42:12Z
dc.date.issued
2011
dc.identifier.uri
http://hdl.handle.net/20.500.11850/152819
dc.identifier.doi
10.3929/ethz-a-006576414
dc.format
application/pdf
dc.language.iso
en
dc.publisher
ETH Zurich
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
PORTFOLIO SELECTION (OPERATIONS RESEARCH)
dc.subject
FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS
dc.subject
INVESTMENT MANAGEMENT
dc.subject
PORTFOLIOTHEORIE (OPERATIONS RESEARCH)
dc.subject
FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK
dc.subject
VERMÖGENSVERWALTUNG
dc.title
Mean-variance portfolio optimisation
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.title.subtitle
trading constraints and time consistency
ethz.size
1 Band
ethz.code.ddc
DDC - DDC::3 - Social sciences::330 - Economics
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.notes
Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 19561, 2011.
ethz.identifier.diss
19561
ethz.identifier.nebis
006576414
ethz.publication.place
Zurich
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.date.deposited
2017-06-13T13:47:17Z
ethz.source
ECOL
ethz.identifier.importid
imp59366b06d958815637
ethz.ecolpid
eth:2979
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-17T09:54:02Z
ethz.rosetta.lastUpdated
2020-02-15T04:00:36Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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Doctoral Thesis [30318]