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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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2008
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| Online Access: | http://hdl.handle.net/10356/7929 |
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| Institution: | Nanyang Technological University |
| Language: | English |
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sg-ntu-dr.10356-79292024-01-12T10:14:45Z An optimal model for asset allocation between bonds and equities. Chee, Su Ling. Tan, George Choy Sin. Toh, Soo Fun. Ho, Kim Wai Nanyang Business School DRNTU::Business::Finance::Asset allocation This paper adopts a holistic approach towards asset allocation by combining the Markowitz portfolio theory. Master of Science (Financial Engineering) 2008-09-18T07:53:44Z 2008-09-18T07:53:44Z 2001 2001 Thesis http://hdl.handle.net/10356/7929 en Nanyang Technological University 47 p. application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NTU Library |
| collection |
DR-NTU |
| language |
English |
| topic |
DRNTU::Business::Finance::Asset allocation |
| spellingShingle |
DRNTU::Business::Finance::Asset allocation Chee, Su Ling. Tan, George Choy Sin. Toh, Soo Fun. An optimal model for asset allocation between bonds and equities. |
| description |
This paper adopts a holistic approach towards asset allocation by combining the Markowitz portfolio theory. |
| author2 |
Ho, Kim Wai |
| author_facet |
Ho, Kim Wai Chee, Su Ling. Tan, George Choy Sin. Toh, Soo Fun. |
| format |
Theses and Dissertations |
| author |
Chee, Su Ling. Tan, George Choy Sin. Toh, Soo Fun. |
| author_sort |
Chee, Su Ling. |
| title |
An optimal model for asset allocation between bonds and equities. |
| title_short |
An optimal model for asset allocation between bonds and equities. |
| title_full |
An optimal model for asset allocation between bonds and equities. |
| title_fullStr |
An optimal model for asset allocation between bonds and equities. |
| title_full_unstemmed |
An optimal model for asset allocation between bonds and equities. |
| title_sort |
optimal model for asset allocation between bonds and equities. |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/7929 |
| _version_ |
1789482993905041408 |