ESSAYS ON PORTFOLIO SELECTION AND FINANCIAL MODELING

• Main Author: XU JING
• Other Authors: MATHEMATICS
• Format: Theses and Dissertations
• Language: English
• Published: 2015
• Subjects: Mutual Funds, Risk Shifting, Illiquidity, Short Rate Models, Random Level Shifts, Out-of-Sample Tests.
• Online Access: http://scholarbank.nus.edu.sg/handle/10635/118390
• Institution: National University of Singapore

Ph.D