Please use this identifier to cite or link to this item:
http://arks.princeton.edu/ark:/88435/dsp018910jw76h| Title: | "Super-Indexing the GSCI": Portfolio Optimization in Commodity Futures Markets |
| Authors: | England, William D. |
| Advisors: | Vanderbei, Robert J. |
| Department: | Operations Research and Financial Engineering |
| Class Year: | 2007 |
| Extent: | 86 Pages |
| Format: | Contains color or special media |
| Other Identifiers: | 20804 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp018910jw76h |
| 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, 2000-2023 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| AC102_England_William D.pdf | 3.04 MB | Adobe PDF | Request a copy |
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