Economic factors that affect homogeneous stock groups.
This study attempts to segregate stocks with the same structural relationship into homogeneous groups and identify the pervasive influences that affect the returns on the Singapore market and the various stock groups. It is hoped that by classifying the stocks into meaningful groups, intuitive facto...
| Autores principales: | , , |
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| Otros Autores: | |
| Formato: | Final Year Project (FYP) |
| Lenguaje: | English |
| Publicado: |
2013
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| Materias: | |
| Acceso en línea: | http://hdl.handle.net/10356/54650 |
| Sumario: | This study attempts to segregate stocks with the same structural relationship into homogeneous groups and identify the pervasive influences that affect the returns on the Singapore market and the various stock groups. It is hoped that by classifying the stocks into meaningful groups, intuitive factor models that are useful for forecasting risks and constructing portfolios can be built. |
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