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Title: Multi-period mean-variance option portfolio strategies.
Author: Lim, Jeffrey Cheong Kee.
Awarding Body: University of Cambridge
Current Institution: University of Cambridge
Date of Award: 1994
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Pricing; Volatility; Transaction costs Finance Taxation Economics