Convex duality in constrained portfolio optimization
By: Jaksa Cvitanic
Published: 1992
Language: eng
Number of pages: 77
Notes: Department: Statistics.

Thesis (Ph. D.)--Columbia University, 1992.

Includes bibliographical references leaves 76-77).

Microfilm. Ann Arbor, Mich. : University Microfilms International, 1992. 1 microfilm reel ; 35 mm. 92-31,990