Mathematics Genealogy

Static mirror of the Mathematics Genealogy Project

Melanie Rudoy

Original record
Institution
Massachusetts Institute of Technology
Year
2009
Country
United States
MGP identifier
132726

Dissertation: Multistage Mean-Variance Portfolio Selection in Cointegrated Vector Autoregressive Systems

Mathematics Subject Classification: 93—Systems theory; control

Advisor 1

Students 0

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Genealogy