Construction and interpretation of efficient frontiers in U.S. and China stock markets.

Construction and interpretation of efficient frontiers in U.S. and China stock markets.

This research uses the Mean-Variance (M-V) portfolio selection method, the very fundamental tool proposed by Markowitz, to plot efficient frontiers for the stock markets in the United States and China. Investigations and interpretations carried out for the efficient frontiers provide some insights i...

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Main Authors: Chin, Yee Weng., Li, Xue., Mu, Lei.
Other Authors: Cheang, Gerald Hock Lye
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Stock exchanges
Online Access:http://hdl.handle.net/10356/10526
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-10526
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spelling sg-ntu-dr.10356-105262023-05-19T07:23:09Z Construction and interpretation of efficient frontiers in U.S. and China stock markets. Chin, Yee Weng. Li, Xue. Mu, Lei. Cheang, Gerald Hock Lye Nanyang Business School DRNTU::Business::Finance::Stock exchanges This research uses the Mean-Variance (M-V) portfolio selection method, the very fundamental tool proposed by Markowitz, to plot efficient frontiers for the stock markets in the United States and China. Investigations and interpretations carried out for the efficient frontiers provide some insights into efficient frontiers themselves and performances of these two stock markets. 2008-09-24T07:44:35Z 2008-09-24T07:44:35Z 2008 2008 Final Year Project (FYP) http://hdl.handle.net/10356/10526 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Stock exchanges
spellingShingle DRNTU::Business::Finance::Stock exchanges
Chin, Yee Weng.
Li, Xue.
Mu, Lei.
Construction and interpretation of efficient frontiers in U.S. and China stock markets.
description This research uses the Mean-Variance (M-V) portfolio selection method, the very fundamental tool proposed by Markowitz, to plot efficient frontiers for the stock markets in the United States and China. Investigations and interpretations carried out for the efficient frontiers provide some insights into efficient frontiers themselves and performances of these two stock markets.
author2 Cheang, Gerald Hock Lye
author_facet Cheang, Gerald Hock Lye
Chin, Yee Weng.
Li, Xue.
Mu, Lei.
format Final Year Project
author Chin, Yee Weng.
Li, Xue.
Mu, Lei.
author_sort Chin, Yee Weng.
title Construction and interpretation of efficient frontiers in U.S. and China stock markets.
title_short Construction and interpretation of efficient frontiers in U.S. and China stock markets.
title_full Construction and interpretation of efficient frontiers in U.S. and China stock markets.
title_fullStr Construction and interpretation of efficient frontiers in U.S. and China stock markets.
title_full_unstemmed Construction and interpretation of efficient frontiers in U.S. and China stock markets.
title_sort construction and interpretation of efficient frontiers in u.s. and china stock markets.
publishDate 2008
url http://hdl.handle.net/10356/10526
_version_ 1772825801637494784

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