Optimal execution for portfolio transactions
Thesis (S.M.)--Massachusetts Institute of Technology, System Design and Management Program, February 2007. === Includes bibliographical references. === In my thesis I explore the problem of optimizing trading strategies for complex portfolio transitions. Institutional investors run into this issue d...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2008
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| Online Access: | http://hdl.handle.net/1721.1/42352 |