SPECTRAL RISK MEASURES AND PORTFOLIO SELECTION: A STUDY ON EXPECTED SHORTFALL
Bachelor's
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2021
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Online Access: | https://scholarbank.nus.edu.sg/handle/10635/202802 |
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sg-nus-scholar.10635-2028022021-10-12T05:23:53Z SPECTRAL RISK MEASURES AND PORTFOLIO SELECTION: A STUDY ON EXPECTED SHORTFALL NAH JIAMING JOSEPH MATHEMATICS LOU JIANN HUA Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T04:44:36Z 2021-10-12T04:44:36Z 2011 NAH JIAMING JOSEPH (2011). SPECTRAL RISK MEASURES AND PORTFOLIO SELECTION: A STUDY ON EXPECTED SHORTFALL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202802 |
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National University of Singapore |
building |
NUS Library |
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Asia |
country |
Singapore Singapore |
content_provider |
NUS Library |
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ScholarBank@NUS |
description |
Bachelor's |
author2 |
MATHEMATICS |
author_facet |
MATHEMATICS NAH JIAMING JOSEPH |
author |
NAH JIAMING JOSEPH |
spellingShingle |
NAH JIAMING JOSEPH SPECTRAL RISK MEASURES AND PORTFOLIO SELECTION: A STUDY ON EXPECTED SHORTFALL |
author_sort |
NAH JIAMING JOSEPH |
title |
SPECTRAL RISK MEASURES AND PORTFOLIO SELECTION: A STUDY ON EXPECTED SHORTFALL |
title_short |
SPECTRAL RISK MEASURES AND PORTFOLIO SELECTION: A STUDY ON EXPECTED SHORTFALL |
title_full |
SPECTRAL RISK MEASURES AND PORTFOLIO SELECTION: A STUDY ON EXPECTED SHORTFALL |
title_fullStr |
SPECTRAL RISK MEASURES AND PORTFOLIO SELECTION: A STUDY ON EXPECTED SHORTFALL |
title_full_unstemmed |
SPECTRAL RISK MEASURES AND PORTFOLIO SELECTION: A STUDY ON EXPECTED SHORTFALL |
title_sort |
spectral risk measures and portfolio selection: a study on expected shortfall |
publishDate |
2021 |
url |
https://scholarbank.nus.edu.sg/handle/10635/202802 |
_version_ |
1715201170470862848 |