PORTFOLIO OPTIMISATION USING RISK CLUSTERING AND CORNISH-FISHER VALUE-AT-RISK: AN APPLICATION TO SINGAPORE STOCKS
Bachelor's
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| Main Author: | |
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| Format: | Theses and Dissertations |
| Published: |
2021
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| Subjects: | |
| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/192045 |
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| Institution: | National University of Singapore |
| Summary: | Bachelor's |
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