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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書目詳細資料
主要作者:	Lim, Andrew Tou Nan.
其他作者:	Young, Robert Martin
格式:	Theses and Dissertations
出版:	2008
主題:	DRNTU::Business::Finance::Portfolio management DRNTU::Business::Finance::Equity
在線閱讀:	http://hdl.handle.net/10356/7484
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University

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