ADDRESSING THE REGIME-SWITCHING AND BLACK-LITTERMAN MODELS IN PORTFOLIO OPTIMIZATION

Bachelor's

Saved in:
Bibliographic Details
Main Author: TAN YUE KIAT
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/203430
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
id sg-nus-scholar.10635-203430
record_format dspace
spelling sg-nus-scholar.10635-2034302021-10-15T02:02:41Z ADDRESSING THE REGIME-SWITCHING AND BLACK-LITTERMAN MODELS IN PORTFOLIO OPTIMIZATION TAN YUE KIAT MATHEMATICS LOU JIANN HUA Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-15T01:30:17Z 2021-10-15T01:30:17Z 2014 TAN YUE KIAT (2014). ADDRESSING THE REGIME-SWITCHING AND BLACK-LITTERMAN MODELS IN PORTFOLIO OPTIMIZATION. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203430
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
TAN YUE KIAT
author TAN YUE KIAT
spellingShingle TAN YUE KIAT
ADDRESSING THE REGIME-SWITCHING AND BLACK-LITTERMAN MODELS IN PORTFOLIO OPTIMIZATION
author_sort TAN YUE KIAT
title ADDRESSING THE REGIME-SWITCHING AND BLACK-LITTERMAN MODELS IN PORTFOLIO OPTIMIZATION
title_short ADDRESSING THE REGIME-SWITCHING AND BLACK-LITTERMAN MODELS IN PORTFOLIO OPTIMIZATION
title_full ADDRESSING THE REGIME-SWITCHING AND BLACK-LITTERMAN MODELS IN PORTFOLIO OPTIMIZATION
title_fullStr ADDRESSING THE REGIME-SWITCHING AND BLACK-LITTERMAN MODELS IN PORTFOLIO OPTIMIZATION
title_full_unstemmed ADDRESSING THE REGIME-SWITCHING AND BLACK-LITTERMAN MODELS IN PORTFOLIO OPTIMIZATION
title_sort addressing the regime-switching and black-litterman models in portfolio optimization
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/203430
_version_ 1715201272280252416