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.
Saved in:
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/8893 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
| id |
sg-ntu-dr.10356-8893 |
|---|---|
| record_format |
dspace |
| spelling |
sg-ntu-dr.10356-88932023-05-19T06:24:05Z Portfolio selection by stochastic programming for the Singapore stock market. Kek, Ho Boon. Ong, Jennie Lee Bein. Yu, Chew Hoon. Young, Martin Robert Nanyang Business School DRNTU::Business::Finance::Equity This project explores the robustness of the Single Index Model in the context of the Singapore stock market. 2008-09-24T07:26:25Z 2008-09-24T07:26:25Z 2003 2003 Final Year Project (FYP) http://hdl.handle.net/10356/8893 Nanyang Technological University application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NTU Library |
| collection |
DR-NTU |
| topic |
DRNTU::Business::Finance::Equity |
| spellingShingle |
DRNTU::Business::Finance::Equity Kek, Ho Boon. Ong, Jennie Lee Bein. Yu, Chew Hoon. Portfolio selection by stochastic programming for the Singapore stock market. |
| description |
This project explores the robustness of the Single Index Model in the context of the Singapore stock market. |
| author2 |
Young, Martin Robert |
| author_facet |
Young, Martin Robert Kek, Ho Boon. Ong, Jennie Lee Bein. Yu, Chew Hoon. |
| format |
Final Year Project |
| author |
Kek, Ho Boon. Ong, Jennie Lee Bein. Yu, Chew Hoon. |
| author_sort |
Kek, Ho Boon. |
| title |
Portfolio selection by stochastic programming for the Singapore stock market. |
| title_short |
Portfolio selection by stochastic programming for the Singapore stock market. |
| title_full |
Portfolio selection by stochastic programming for the Singapore stock market. |
| title_fullStr |
Portfolio selection by stochastic programming for the Singapore stock market. |
| title_full_unstemmed |
Portfolio selection by stochastic programming for the Singapore stock market. |
| title_sort |
portfolio selection by stochastic programming for the singapore stock market. |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/8893 |
| _version_ |
1770565565960683520 |