Dynamic programming approaches for the mean-variance portfolio selection problem
dc.contributor.author
Tan, Zhouyi
dc.contributor.supervisor
Schweizer, Martin
dc.contributor.supervisor
Acciaio, Beatrice
dc.contributor.supervisor
Černý, Aleš
dc.date.accessioned
2023-02-21T08:21:46Z
dc.date.available
2023-01-05T10:51:11Z
dc.date.available
2023-02-21T01:11:36Z
dc.date.available
2023-02-21T08:21:46Z
dc.date.issued
2022
dc.identifier.uri
http://hdl.handle.net/20.500.11850/590444
dc.identifier.doi
10.3929/ethz-b-000590444
dc.format
application/pdf
en_US
dc.language.iso
en
en_US
dc.publisher
ETH Zurich
en_US
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.title
Dynamic programming approaches for the mean-variance portfolio selection problem
en_US
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
dc.date.published
2023-02-21
ethz.size
258 p.
en_US
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
en_US
ethz.identifier.diss
28838
en_US
ethz.publication.place
Zurich
en_US
ethz.publication.status
published
en_US
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
en_US
ethz.date.deposited
2023-01-05T10:51:11Z
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Open access
en_US
ethz.rosetta.installDate
2023-02-21T08:21:47Z
ethz.rosetta.lastUpdated
2024-02-02T20:02:49Z
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true
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Doctoral Thesis [30315]