Please use this identifier to cite or link to this item:
|Title:||Ideal Damping Factor for Simulating Portfolio Returns: A Market-Representative Approach|
|Department:||Operations Research and Financial Engineering|
|Format:||Contains color or special media|
|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 firstname.lastname@example.org.|
|Type of Material:||Princeton University Senior Theses|
|Appears in Collections:||Operations Research and Financial Engineering, 2000-2016|
Files in This Item:
There are no files associated with this item.
Items in Dataspace are protected by copyright, with all rights reserved, unless otherwise indicated.