Open AccessEssays on the opportunity cost of constrained portfolio strategies
Author(s) -
Alla Anatolyevna Melkumian
Publication year - 2019
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.33915/etd.1831
Subject(s) - portfolio , economics , portfolio optimization , constraint (computer aided design) , replicating portfolio , welfare , post modern portfolio theory , modern portfolio theory , asset (computer security) , econometrics , asset allocation , opportunity cost , actuarial science , financial economics , microeconomics , mathematics , computer science , market economy , geometry , computer security