Essays on Optimal Management of Portfolios
Individuals, endowments, pension funds, and sovereign wealth funds constantly face portfolio management decisions ultimately affecting the lives of billions. This dissertation addresses two crucial challenges in the context of portfolio management which are to identify the optimal portfolio at any g...
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| Language: | en_US |
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Harvard University
2013
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| Online Access: | http://dissertations.umi.com/gsas.harvard:10470 http://nrs.harvard.edu/urn-3:HUL.InstRepos:10288814 |