Atomic portfolio selection: MVSK utility optimization of global real estate securities
Master's
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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 |
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National University of Singapore |
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Singapore |
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ScholarBank@NUS |
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English |
topic |
coskewness, cokurtosis, atomic risk premia, mean-variance-skewness-kurtosis (MVSK), co-moment conditions, atomic portfolio selection. |
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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 |
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Master's |
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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 |
_version_ |
1681079038170365952 |