Portfolio selection with frictions
dc.contributor.author
Liu, Ren
dc.contributor.supervisor
Muhle-Karbe, Johannes
dc.contributor.supervisor
Soner, Mete
dc.date.accessioned
2017-06-14T04:18:45Z
dc.date.available
2017-06-14T04:18:45Z
dc.date.issued
2016
dc.identifier.uri
http://hdl.handle.net/20.500.11850/155519
dc.identifier.doi
10.3929/ethz-a-010611089
dc.format
application/pdf
dc.language.iso
en
dc.publisher
ETH-Zürich
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
PORTFOLIOTHEORIE (OPERATIONS RESEARCH)
dc.subject
TRANSAKTIONSKOSTEN (RECHNUNGSWESEN)
dc.subject
RENTABILITÄT
dc.subject
FINANZRISIKO (FINANZEN)
dc.subject
RISIKOAVERSION (OPERATIONS RESEARCH)
dc.subject
STOCHASTISCHE PROZESSE (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
PORTFOLIO SELECTION (OPERATIONS RESEARCH)
dc.subject
TRANSACTION COSTS (ACCOUNTING)
dc.subject
PROFITABILITY
dc.subject
FINANCIAL RISK (FINANCE)
dc.subject
RISK AVERSION (OPERATIONS RESEARCH)
dc.subject
STOCHASTIC PROCESSES (PROBABILITY THEORY)
dc.title
Portfolio selection with frictions
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
dc.date.published
2016
ethz.size
1 Band
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.notes
Dissertation. ETH-Zürich. 2016. Nr. 23111.
ethz.identifier.diss
23111
ethz.identifier.nebis
010611089
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02000 - Departement Mathematik / Department of Mathematics::02003 - Professuren Reine Mathematik::03899 - Muhle-Karbe, Johannes (ehemalig)
ethz.date.deposited
2017-06-14T04:25:27Z
ethz.source
ECOL
ethz.identifier.importid
imp59366b8acbd1230724
ethz.ecolpid
eth:48818
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-18T19:12:45Z
ethz.rosetta.lastUpdated
2021-02-14T16:43:13Z
ethz.rosetta.versionExported
true
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Publikationstyp
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Doctoral Thesis [30099]