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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| 格式: | Theses and Dissertations |
| 出版: |
2008
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| 在線閱讀: | http://hdl.handle.net/10356/7484 |
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| 機構: | Nanyang Technological University |