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.

Detalhes bibliográficos
Principais autores:	Kek, Ho Boon., Ong, Jennie Lee Bein., Yu, Chew Hoon.
Outros Autores:	Young, Martin Robert
Formato:	Final Year Project (FYP)
Publicado em:	2008
Assuntos:	DRNTU::Business::Finance::Equity
Acesso em linha:	http://hdl.handle.net/10356/8893

Internet

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