New paradigm for structuring portfolios to improve the risk and return projection
Mean-Variance (MV) efficiency is a classic method, it was a tool for selecting portfolio and was popular with most financial planners and investors. However, MV efficiency has serious limitations that are instability and ambiguity and these limitations are not reflected in the conceptual flows, but...
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| Format: | Thesis |
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2008
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| Online Access: | http://hdl.handle.net/10356/3987 |
| _version_ | 1811681176932319232 |
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| author | Zhang, Lizhong |
| author2 | Chin, Teck Chai |
| author_facet | Chin, Teck Chai Zhang, Lizhong |
| author_sort | Zhang, Lizhong |
| collection | NTU |
| description | Mean-Variance (MV) efficiency is a classic method, it was a tool for selecting portfolio and was popular with most financial planners and investors. However, MV efficiency has serious limitations that are instability and ambiguity and these limitations are not reflected in the conceptual flows, but are reflected in practical. |
| first_indexed | 2024-10-01T03:36:47Z |
| format | Thesis |
| id | ntu-10356/3987 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T03:36:47Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/39872023-07-04T15:10:33Z New paradigm for structuring portfolios to improve the risk and return projection Zhang, Lizhong Chin, Teck Chai School of Electrical and Electronic Engineering DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems Mean-Variance (MV) efficiency is a classic method, it was a tool for selecting portfolio and was popular with most financial planners and investors. However, MV efficiency has serious limitations that are instability and ambiguity and these limitations are not reflected in the conceptual flows, but are reflected in practical. Master of Science (Computer Control and Automation) 2008-09-17T09:41:53Z 2008-09-17T09:41:53Z 2004 2004 Thesis http://hdl.handle.net/10356/3987 Nanyang Technological University application/pdf |
| spellingShingle | DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems Zhang, Lizhong New paradigm for structuring portfolios to improve the risk and return projection |
| title | New paradigm for structuring portfolios to improve the risk and return projection |
| title_full | New paradigm for structuring portfolios to improve the risk and return projection |
| title_fullStr | New paradigm for structuring portfolios to improve the risk and return projection |
| title_full_unstemmed | New paradigm for structuring portfolios to improve the risk and return projection |
| title_short | New paradigm for structuring portfolios to improve the risk and return projection |
| title_sort | new paradigm for structuring portfolios to improve the risk and return projection |
| topic | DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems |
| url | http://hdl.handle.net/10356/3987 |
| work_keys_str_mv | AT zhanglizhong newparadigmforstructuringportfoliostoimprovetheriskandreturnprojection |