Multiperiod portfolio optimization in stochastic markets using the mean-variance approach
2004
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Advisor: Prof.dr. Süleyman Özekici
Abstract (TR)
No abstract available.
Author
Dr. Uğur Çelikyurt
How to Cite
Uğur Çelikyurt (Yüksek Lisans Tezi). Multiperiod portfolio optimization in stochastic markets using the mean-variance approach, 2004, Koç University.
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