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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

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