Atomic portfolio selection: MVSK utility optimization of global real estate securities

Master's

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Main Author: CHAN WEI-JIN, CALVIN LANZ
Other Authors: REAL ESTATE
Format: Theses and Dissertations
Language:English
Published: 2010
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/14504
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Institution: National University of Singapore
Language: English
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spelling sg-nus-scholar.10635-145042015-01-09T07:25:00Z Atomic portfolio selection: MVSK utility optimization of global real estate securities CHAN WEI-JIN, CALVIN LANZ REAL ESTATE LIOW KIM HIANG coskewness, cokurtosis, atomic risk premia, mean-variance-skewness-kurtosis (MVSK), co-moment conditions, atomic portfolio selection. Master's MASTER OF SCIENCE (ESTATE MANAGEMENT) 2010-04-08T10:43:50Z 2010-04-08T10:43:50Z 2004-12-28 Thesis CHAN WEI-JIN, CALVIN LANZ (2004-12-28). Atomic portfolio selection: MVSK utility optimization of global real estate securities. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/14504 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic coskewness, cokurtosis, atomic risk premia, mean-variance-skewness-kurtosis (MVSK), co-moment conditions, atomic portfolio selection.
spellingShingle coskewness, cokurtosis, atomic risk premia, mean-variance-skewness-kurtosis (MVSK), co-moment conditions, atomic portfolio selection.
CHAN WEI-JIN, CALVIN LANZ
Atomic portfolio selection: MVSK utility optimization of global real estate securities
description Master's
author2 REAL ESTATE
author_facet REAL ESTATE
CHAN WEI-JIN, CALVIN LANZ
format Theses and Dissertations
author CHAN WEI-JIN, CALVIN LANZ
author_sort CHAN WEI-JIN, CALVIN LANZ
title Atomic portfolio selection: MVSK utility optimization of global real estate securities
title_short Atomic portfolio selection: MVSK utility optimization of global real estate securities
title_full Atomic portfolio selection: MVSK utility optimization of global real estate securities
title_fullStr Atomic portfolio selection: MVSK utility optimization of global real estate securities
title_full_unstemmed Atomic portfolio selection: MVSK utility optimization of global real estate securities
title_sort atomic portfolio selection: mvsk utility optimization of global real estate securities
publishDate 2010
url http://scholarbank.nus.edu.sg/handle/10635/14504
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