Statistical analysis on markowitz portfolio mean-variance principle

Statistical analysis on markowitz portfolio mean-variance principle

Ph.D

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Bibliographic Details
Main Author: LIU HUIXIA
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Theses and Dissertations
Language:English
Published: 2010
Subjects:
Portfolio Selection, Random Matrix, Bootstrap Method
Online Access:http://scholarbank.nus.edu.sg/handle/10635/13316
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Institution: National University of Singapore
Language: English
id sg-nus-scholar.10635-13316
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spelling sg-nus-scholar.10635-133162015-01-29T14:01:06Z Statistical analysis on markowitz portfolio mean-variance principle LIU HUIXIA STATISTICS & APPLIED PROBABILITY BAI ZHIDONG WONG WING KEUNG Portfolio Selection, Random Matrix, Bootstrap Method Ph.D DOCTOR OF PHILOSOPHY 2010-04-08T10:31:54Z 2010-04-08T10:31:54Z 2007-08-16 Thesis LIU HUIXIA (2007-08-16). Statistical analysis on markowitz portfolio mean-variance principle. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/13316 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic Portfolio Selection, Random Matrix, Bootstrap Method
spellingShingle Portfolio Selection, Random Matrix, Bootstrap Method
LIU HUIXIA
Statistical analysis on markowitz portfolio mean-variance principle
description Ph.D
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
LIU HUIXIA
format Theses and Dissertations
author LIU HUIXIA
author_sort LIU HUIXIA
title Statistical analysis on markowitz portfolio mean-variance principle
title_short Statistical analysis on markowitz portfolio mean-variance principle
title_full Statistical analysis on markowitz portfolio mean-variance principle
title_fullStr Statistical analysis on markowitz portfolio mean-variance principle
title_full_unstemmed Statistical analysis on markowitz portfolio mean-variance principle
title_sort statistical analysis on markowitz portfolio mean-variance principle
publishDate 2010
url http://scholarbank.nus.edu.sg/handle/10635/13316
_version_ 1681078836779810816

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