Multifactor equity modelling using random coefficents.

Multifactor equity modelling using random coefficents.

This dissertation aims to develop a model of equity risk and return for applications in portfolio and risk management. The methodology that is used in this dissertation is based on the concepts of random coefficients regression.

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Bibliographic Details
Main Author: Lim, Andrew Tou Nan.
Other Authors: Young, Robert Martin
Format: Theses and Dissertations
Published: 2008
Subjects:
DRNTU::Business::Finance::Portfolio management
DRNTU::Business::Finance::Equity
Online Access:http://hdl.handle.net/10356/7484
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Institution: Nanyang Technological University

Internet

http://hdl.handle.net/10356/7484

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