SPECTRAL RISK MEASURES AND PORTFOLIO SELECTION: A STUDY ON EXPECTED SHORTFALL

Bachelor's

Saved in:
Bibliographic Details
Main Author: NAH JIAMING JOSEPH
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202802
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
id sg-nus-scholar.10635-202802
record_format dspace
spelling 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
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection 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