Optimal portfolio management.
This paper investigates the dual effect of stock selection and asset allocation method on optimizing equity portfolio performance, defined by risk-adjusted return. Portfolios are formed based on the four indicators, highest dividend yield, lowest price-earnings ratio, lowest price-to-book ratio and...
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| Main Authors: | , , |
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| 其他作者: | |
| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
2010
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/35554 |
| 標簽: |
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| 機構: | Nanyang Technological University |
| 語言: | English |