Publication:
Multiperiod mean-variance portfolio optimization in Markovian markets under imperfect information

Simple item page
dc.contributor.advisorÖzekici, Süleyman
dc.contributor.kuauthorMaster Student, Dericioğlu, Harun
dc.contributor.programIndustrial Engineering
dc.contributor.schoolcollegeinstituteGRADUATE SCHOOL OF SCIENCES AND ENGINEERING
dc.coverage.spatialİstanbul
dc.date.accessioned2024-11-09T22:24:02Z
dc.date.issued2004
dc.format.extentxi, 98 l. : ill. ; 30 cm.
dc.identifier.urihttps://hdl.handle.net/20.500.14288/5283
dc.keywordsMultiperiod portfolio optimization
dc.keywordsMean-variance models
dc.keywordsDynamic programming
dc.keywordsHidden Markov chain
dc.keywordsImperfect information
dc.language.isoeng
dc.publisherKoç University
dc.relation.collectionKU Theses and Dissertations
dc.rightsrestrictedAccess
dc.rights.copyrightsnote© All Rights Reserved. Accessible to Koç University Affiliated Users Only!
dc.subjectPortfolio management
dc.subjectReliability (Engineering)
dc.titleMultiperiod mean-variance portfolio optimization in Markovian markets under imperfect information
dc.typeThesis
dspace.entity.typePublication
local.contributor.kuauthorDericioğlu, Harun
relation.isAdvisorOfThesis59f45f0c-3694-400a-88f6-aee1412686a0
relation.isAdvisorOfThesis.latestForDiscovery59f45f0c-3694-400a-88f6-aee1412686a0
relation.isParentOrgUnitOfPublication434c9663-2b11-4e66-9399-c863e2ebae43
relation.isParentOrgUnitOfPublication.latestForDiscovery434c9663-2b11-4e66-9399-c863e2ebae43

Files

Original bundle

Now showing 1 - 1 of 1
Placeholder
Name:
27915.pdf
Size:
2.66 MB
Format:
Adobe Portable Document Format
Download

Collections

Theses & Dissertations