Mean-variance portfolio optimisation

trading constraints and time consistency
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Author
Czichowsky, Christoph Johannes
Date
2011
Type
    Doctoral Thesis
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-a-006576414
Publication status
published
External links
Search print copy at ETH Library
Contributors
Examiner: Schweizer, Martin
Publisher
ETH Zurich
Subject
PORTFOLIO SELECTION (OPERATIONS RESEARCH); FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; INVESTMENT MANAGEMENT; PORTFOLIOTHEORIE (OPERATIONS RESEARCH); FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; VERMÖGENSVERWALTUNG
Organisational unit
03658 - Schweizer, Martin / Schweizer, Martin  
Notes
Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 19561, 2011.
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