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

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