Essays on the opportunity cost of constrained portfolio strategies
Author(s) -
Alla Anatolyevna Melkumian
Publication year - 2003
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.33915/etd.1831
Subject(s) - portfolio , economics , constraint (computer aided design) , portfolio optimization , replicating portfolio , welfare , post modern portfolio theory , asset (computer security) , modern portfolio theory , econometrics , asset allocation , opportunity cost , actuarial science , financial economics , microeconomics , mathematics , computer science , market economy , geometry , computer security
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