Please use this identifier to cite or link to this item:
http://arks.princeton.edu/ark:/88435/dsp01nk322g521
Title: | Optimal Portfolio Rebalancing: An Approximate Dynamic Programming Approach |
Authors: | Basler, John T. |
Advisors: | Powell, Warren B. |
Department: | Operations Research and Financial Engineering |
Class Year: | 2006 |
Extent: | 74 Pages |
Format: | Contains color or special media |
Other Identifiers: | 19687 |
URI: | http://arks.princeton.edu/ark:/88435/dsp01nk322g521 |
Access Restrictions: | Walk-in Access. This thesis can only be viewed on computer terminals at the Mudd Manuscript Library. |
Location : | This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu. |
Type of Material: | Princeton University Senior Theses |
Appears in Collections: | Operations Research and Financial Engineering, 2000-2020 |
Files in This Item:
File | Description | Size | Format | |
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AC102_19687_Basler_John_2006.pdf | 2 MB | Adobe PDF | Request a copy |
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