Portfolio selection by stochastic programming for the Singapore stock market.
This project explores the robustness of the Single Index Model in the context of the Singapore stock market.
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/8893 |
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| Institution: | Nanyang Technological University |
| Summary: | This project explores the robustness of the Single Index Model in the context of the Singapore stock market. |
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