PORTFOLIO OPTIMISATION USING RISK CLUSTERING AND CORNISH-FISHER VALUE-AT-RISK: AN APPLICATION TO SINGAPORE STOCKS

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Bibliographic Details
Main Author:	KHIEW ZHI KAI
Other Authors:	ECONOMICS
Format:	Theses and Dissertations
Published:	2021
Subjects:	portfolio optimisation clustering Cornish-Fisher Value-at-Risk Singapore stocks
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/192045
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-192045
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spelling	sg-nus-scholar.10635-1920452021-06-14T13:10:57Z PORTFOLIO OPTIMISATION USING RISK CLUSTERING AND CORNISH-FISHER VALUE-AT-RISK: AN APPLICATION TO SINGAPORE STOCKS KHIEW ZHI KAI ECONOMICS DENIS TKACHENKO portfolio optimisation clustering Cornish-Fisher Value-at-Risk Singapore stocks Bachelor's Bachelor of Social Sciences (Honours) 2021-06-14T09:11:00Z 2021-06-14T09:11:00Z 2021-04-05 Thesis KHIEW ZHI KAI (2021-04-05). PORTFOLIO OPTIMISATION USING RISK CLUSTERING AND CORNISH-FISHER VALUE-AT-RISK: AN APPLICATION TO SINGAPORE STOCKS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/192045
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	portfolio optimisation clustering Cornish-Fisher Value-at-Risk Singapore stocks
spellingShingle	portfolio optimisation clustering Cornish-Fisher Value-at-Risk Singapore stocks KHIEW ZHI KAI PORTFOLIO OPTIMISATION USING RISK CLUSTERING AND CORNISH-FISHER VALUE-AT-RISK: AN APPLICATION TO SINGAPORE STOCKS
description	Bachelor's
author2	ECONOMICS
author_facet	ECONOMICS KHIEW ZHI KAI
format	Theses and Dissertations
author	KHIEW ZHI KAI
author_sort	KHIEW ZHI KAI
title	PORTFOLIO OPTIMISATION USING RISK CLUSTERING AND CORNISH-FISHER VALUE-AT-RISK: AN APPLICATION TO SINGAPORE STOCKS
title_short	PORTFOLIO OPTIMISATION USING RISK CLUSTERING AND CORNISH-FISHER VALUE-AT-RISK: AN APPLICATION TO SINGAPORE STOCKS
title_full	PORTFOLIO OPTIMISATION USING RISK CLUSTERING AND CORNISH-FISHER VALUE-AT-RISK: AN APPLICATION TO SINGAPORE STOCKS
title_fullStr	PORTFOLIO OPTIMISATION USING RISK CLUSTERING AND CORNISH-FISHER VALUE-AT-RISK: AN APPLICATION TO SINGAPORE STOCKS
title_full_unstemmed	PORTFOLIO OPTIMISATION USING RISK CLUSTERING AND CORNISH-FISHER VALUE-AT-RISK: AN APPLICATION TO SINGAPORE STOCKS
title_sort	portfolio optimisation using risk clustering and cornish-fisher value-at-risk: an application to singapore stocks
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/192045
_version_	1705151155867222016

PORTFOLIO OPTIMISATION USING RISK CLUSTERING AND CORNISH-FISHER VALUE-AT-RISK: AN APPLICATION TO SINGAPORE STOCKS

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