Multi-period optimal portfolio selection with limited rebalancing opportunities.
Wang, Yang. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. === Includes bibliographical references (p. 72-74). === Abstracts in English and Chinese. === Chapter 1 --- Literature Review and Model Description --- p.1 === Chapter 1.1 --- Portfolio theory under mean-variance framework ---...
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| Format: | Others |
| Language: | English Chinese |
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2011
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| Online Access: | http://library.cuhk.edu.hk/record=b5894622 http://repository.lib.cuhk.edu.hk/en/item/cuhk-327336 |