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.
Principais autores: | , , |
---|---|
Outros Autores: | |
Formato: | Final Year Project (FYP) |
Publicado em: |
2008
|
Assuntos: | |
Acesso em linha: | http://hdl.handle.net/10356/8893 |