Dynamic programming approaches for the mean-variance portfolio selection problem

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Author
Tan, Zhouyi
Date
2022
Type
    Doctoral Thesis
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-b-000590444
Publication status
published
External links
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Contributors
Examiner: Schweizer, Martin
Examiner: Acciaio, Beatrice
Examiner: Černý, Aleš
Publisher
ETH Zurich
Organisational unit
03658 - Schweizer, Martin / Schweizer, Martin
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