Melanie B. Rudoy. Multistage mean-variance portfolio selection in cointegrated vector autoregressive systems. PhD thesis, Massachusetts Institute of Technology, Cambridge, MA, USA, 2009. [doi]
@phdthesis{ndltd-2077,
title = {Multistage mean-variance portfolio selection in cointegrated vector autoregressive systems},
author = {Melanie B. Rudoy},
year = {2009},
url = {http://hdl.handle.net/1721.1/46794},
note = {ndltd.org (oai:dspace.mit.edu:1721.1/46794)},
researchr = {https://researchr.org/publication/ndltd-2077},
cites = {0},
citedby = {0},
school = {Massachusetts Institute of Technology, Cambridge, MA, USA},
}