Portfolio selection with frictions

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Author
Liu, Ren
Date
2016
Type
    Doctoral Thesis
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-a-010611089
Publication status
published
External links
Search print copy at ETH Library
Contributors
Examiner: Muhle-Karbe, Johannes
Examiner: Soner, Metecc
Publisher
ETH-Zürich
Subject
PORTFOLIOTHEORIE (OPERATIONS RESEARCH); TRANSAKTIONSKOSTEN (RECHNUNGSWESEN); RENTABILITÄT; FINANZRISIKO (FINANZEN); RISIKOAVERSION (OPERATIONS RESEARCH); STOCHASTISCHE PROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIO SELECTION (OPERATIONS RESEARCH); TRANSACTION COSTS (ACCOUNTING); PROFITABILITY; FINANCIAL RISK (FINANCE); RISK AVERSION (OPERATIONS RESEARCH); STOCHASTIC PROCESSES (PROBABILITY THEORY)
Organisational unit
02000 - Dep. Mathematik / Dep. of Mathematics
03899 - Muhle-Karbe, Johannes (ehemalig)
Notes
Dissertation. ETH-Zürich. 2016. Nr. 23111.
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