Multifactor equity modelling using random coefficents.

• المؤلف الرئيسي: Lim, Andrew Tou Nan.
• مؤلفون آخرون: Young, Robert Martin
• التنسيق: Theses and Dissertations
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Portfolio management; DRNTU::Business::Finance::Equity
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/7484

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.