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:

Bibliographic Details
Main Authors:	Kek, Ho Boon., Ong, Jennie Lee Bein., Yu, Chew Hoon.
Other Authors:	Young, Martin Robert
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/8893
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Nanyang Technological University

Be the first to leave a comment!

Similar Items