THREE ESSAYS IN MODERN PORTFOLIO THEORY

Ph.D

Saved in:

Bibliographic Details
Main Author:	ZHANG WEIWEI
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2020
Subjects:	portfolio management, transaction cost, deep learning, alpha-Heston, BSDEJ, robust strategy
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/183421
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-183421
record_format	dspace
spelling	sg-nus-scholar.10635-1834212024-10-26T15:12:02Z THREE ESSAYS IN MODERN PORTFOLIO THEORY ZHANG WEIWEI MATHEMATICS Zhou Chao portfolio management, transaction cost, deep learning, alpha-Heston, BSDEJ, robust strategy Ph.D DOCTOR OF PHILOSOPHY (FOS) 2020-11-12T18:00:27Z 2020-11-12T18:00:27Z 2020-07-27 Thesis ZHANG WEIWEI (2020-07-27). THREE ESSAYS IN MODERN PORTFOLIO THEORY. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/183421 en
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
language	English
topic	portfolio management, transaction cost, deep learning, alpha-Heston, BSDEJ, robust strategy
spellingShingle	portfolio management, transaction cost, deep learning, alpha-Heston, BSDEJ, robust strategy ZHANG WEIWEI THREE ESSAYS IN MODERN PORTFOLIO THEORY
description	Ph.D
author2	MATHEMATICS
author_facet	MATHEMATICS ZHANG WEIWEI
format	Theses and Dissertations
author	ZHANG WEIWEI
author_sort	ZHANG WEIWEI
title	THREE ESSAYS IN MODERN PORTFOLIO THEORY
title_short	THREE ESSAYS IN MODERN PORTFOLIO THEORY
title_full	THREE ESSAYS IN MODERN PORTFOLIO THEORY
title_fullStr	THREE ESSAYS IN MODERN PORTFOLIO THEORY
title_full_unstemmed	THREE ESSAYS IN MODERN PORTFOLIO THEORY
title_sort	three essays in modern portfolio theory
publishDate	2020
url	https://scholarbank.nus.edu.sg/handle/10635/183421
_version_	1821194646846439424

Similar Items