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:	DRNTU::Business::Finance::Stock exchanges
Online Access:	http://hdl.handle.net/10356/57891
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Institution:	Nanyang Technological University

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spelling	sg-ntu-dr.10356-578912023-05-19T05:41:39Z Downside-risk approach to portfolio optimization : an application to U.S. and regional stock markets Boo Su Leng Ho, Linda Yee Kuan Tan, May Fong Kang Choong Seok, Joseph Nanyang Business School DRNTU::Business::Finance::Stock exchanges 158 p. As international equity markets moved into liberalization over the past years, increasing number of investment opportunities are made available to investors all over the world. In view of this trend, investors have a wider choice of selection of stocks from both developed and newly emerging markets. International diversification, particularly in emerging countries like Singapore, Malaysia, Hong Kong, Thailand and so on, is capable of providing global investors with higher overall portfolio returns as well as lower overall exposure to unsystematic risk. BUSINESS 2014-04-07T11:05:52Z 2014-04-07T11:05:52Z 1997 1997 Final Year Project (FYP) http://hdl.handle.net/10356/57891 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 Boo Su Leng Ho, Linda Yee Kuan Tan, May Fong Downside-risk approach to portfolio optimization : an application to U.S. and regional stock markets
description	158 p.
author2	Kang Choong Seok, Joseph
author_facet	Kang Choong Seok, Joseph Boo Su Leng Ho, Linda Yee Kuan Tan, May Fong
format	Final Year Project
author	Boo Su Leng Ho, Linda Yee Kuan Tan, May Fong
author_sort	Boo Su Leng
title	Downside-risk approach to portfolio optimization : an application to U.S. and regional stock markets
title_short	Downside-risk approach to portfolio optimization : an application to U.S. and regional stock markets
title_full	Downside-risk approach to portfolio optimization : an application to U.S. and regional stock markets
title_fullStr	Downside-risk approach to portfolio optimization : an application to U.S. and regional stock markets
title_full_unstemmed	Downside-risk approach to portfolio optimization : an application to U.S. and regional stock markets
title_sort	downside-risk approach to portfolio optimization : an application to u.s. and regional stock markets
publishDate	2014
url	http://hdl.handle.net/10356/57891
_version_	1770563645945675776

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

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