Downside-risk approach to portfolio optimization : an application to U.S. and regional stock markets

158 p.

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Bibliographic Details
Main Authors: Boo Su Leng, Ho, Linda Yee Kuan, Tan, May Fong
Other Authors: Kang Choong Seok, Joseph
Format: Final Year Project
Published: 2014
Subjects:
Online Access:http://hdl.handle.net/10356/57891
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Institution: Nanyang Technological University