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

id	sg-ntu-dr.10356-7484
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spelling	sg-ntu-dr.10356-74842024-01-12T10:13:06Z Multifactor equity modelling using random coefficents. Lim, Andrew Tou Nan. Young, Robert Martin Nanyang Business School DRNTU::Business::Finance::Portfolio management DRNTU::Business::Finance::Equity 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. Master of Science (Financial Engineering) 2008-09-18T07:46:19Z 2008-09-18T07:46:19Z 2003 2003 Thesis http://hdl.handle.net/10356/7484 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::Portfolio management DRNTU::Business::Finance::Equity
spellingShingle	DRNTU::Business::Finance::Portfolio management DRNTU::Business::Finance::Equity Lim, Andrew Tou Nan. Multifactor equity modelling using random coefficents.
description	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.
author2	Young, Robert Martin
author_facet	Young, Robert Martin Lim, Andrew Tou Nan.
format	Theses and Dissertations
author	Lim, Andrew Tou Nan.
author_sort	Lim, Andrew Tou Nan.
title	Multifactor equity modelling using random coefficents.
title_short	Multifactor equity modelling using random coefficents.
title_full	Multifactor equity modelling using random coefficents.
title_fullStr	Multifactor equity modelling using random coefficents.
title_full_unstemmed	Multifactor equity modelling using random coefficents.
title_sort	multifactor equity modelling using random coefficents.
publishDate	2008
url	http://hdl.handle.net/10356/7484
_version_	1789482969135579136

Multifactor equity modelling using random coefficents.

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