Work

Some aspects of the optimal grouping of stocks

Year: 1998

Type: dissertation

Abstract: Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1998.

Source: DSpace@MIT (Massachusetts Institute of Technology)

Author: Geoffrey Lauprete

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funder: National Science Foundation

Award: Topics in Nonparametric Analysis and Model Building

OpenAlex ID: W1535170630

Cites: 16

Cited by:

Related to: 10