An optimal model for asset allocation between bonds and equities.

This paper adopts a holistic approach towards asset allocation by combining the Markowitz portfolio theory.

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Bibliographic Details
Main Authors: Chee, Su Ling., Tan, George Choy Sin., Toh, Soo Fun.
Other Authors: Ho, Kim Wai
Format: Theses and Dissertations
Language:English
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/7929
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Institution: Nanyang Technological University
Language: English