Matthew Hancock
Original record- Institution
- University of California, Santa Barbara
- Year
- 2014
- Country
- United States
- MGP identifier
- 196876
Dissertation: Investigating Optimal Investment Problems for Portfolios of Cointegrated Assets, with Transaction Costs
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1
- Jean-Pierre FouqueUniversité Pierre-et-Marie-Curie - Paris VI · 1979
Students 0
No students recorded in this snapshot.