Portfolio selection by stochastic programming for the Singapore stock market.

This project explores the robustness of the Single Index Model in the context of the Singapore stock market.

Bibliographic Details
Main Authors:	Kek, Ho Boon., Ong, Jennie Lee Bein., Yu, Chew Hoon.
Other Authors:	Young, Martin Robert
Format:	Final Year Project (FYP)
Published:	2008
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/8893

Internet

http://hdl.handle.net/10356/8893