New paradigm for structuring portfolios to improve the risk and return projection

New paradigm for structuring portfolios to improve the risk and return projection

Mean-Variance (MV) efficiency is a classic method, it was a tool for selecting portfolio and was popular with most financial planners and investors. However, MV efficiency has serious limitations that are instability and ambiguity and these limitations are not reflected in the conceptual flows, but...

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Main Author: Zhang, Lizhong
Other Authors: Chin, Teck Chai
Format: Theses and Dissertations
Published: 2008
Subjects:
DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
Online Access:http://hdl.handle.net/10356/3987
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-3987
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spelling sg-ntu-dr.10356-39872023-07-04T15:10:33Z New paradigm for structuring portfolios to improve the risk and return projection Zhang, Lizhong Chin, Teck Chai School of Electrical and Electronic Engineering DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems Mean-Variance (MV) efficiency is a classic method, it was a tool for selecting portfolio and was popular with most financial planners and investors. However, MV efficiency has serious limitations that are instability and ambiguity and these limitations are not reflected in the conceptual flows, but are reflected in practical. Master of Science (Computer Control and Automation) 2008-09-17T09:41:53Z 2008-09-17T09:41:53Z 2004 2004 Thesis http://hdl.handle.net/10356/3987 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::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
spellingShingle DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
Zhang, Lizhong
New paradigm for structuring portfolios to improve the risk and return projection
description Mean-Variance (MV) efficiency is a classic method, it was a tool for selecting portfolio and was popular with most financial planners and investors. However, MV efficiency has serious limitations that are instability and ambiguity and these limitations are not reflected in the conceptual flows, but are reflected in practical.
author2 Chin, Teck Chai
author_facet Chin, Teck Chai
Zhang, Lizhong
format Theses and Dissertations
author Zhang, Lizhong
author_sort Zhang, Lizhong
title New paradigm for structuring portfolios to improve the risk and return projection
title_short New paradigm for structuring portfolios to improve the risk and return projection
title_full New paradigm for structuring portfolios to improve the risk and return projection
title_fullStr New paradigm for structuring portfolios to improve the risk and return projection
title_full_unstemmed New paradigm for structuring portfolios to improve the risk and return projection
title_sort new paradigm for structuring portfolios to improve the risk and return projection
publishDate 2008
url http://hdl.handle.net/10356/3987
_version_ 1772825908540866560

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