Walter Sun

MIT EECS

Electrical Engineering and Computer Science

77 Massachusetts Avenue

Cambridge, MA 02139-4307

United States

LIDS

Laboratory for Information and Decision Systems

77 Massachusetts Ave

32-D608

Cambridge, MA 02139

United States

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 33,891

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Top 33,891

in Total Papers Downloads

2,303

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios

Number of pages: 25 Posted: 03 Jan 2005
MIT EECS, MIT EECS, MIT EECS, MIT EECS and MIT EECS
Downloads 1,804 (14,746)
Citation 9

Abstract:

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Optimal portfolio rebalancing, dynamic programming, Monte Carlo simulations

2.

A Statistical Analysis to Improve Basketball Strategy

WSUN Working Paper
Number of pages: 19 Posted: 30 Apr 2008
Walter Sun
MIT EECS
Downloads 499 (88,367)

Abstract:

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basketball, strategy, statistics, probability