ALPHA-STABLE DISTRIBUTION AND ALTERNATIVE RISK MEASURES IN THE BLACK-LITTERMAN MODEL: ESTIMATION OF EQUILIBRIUM RETURNS IN NON-NORMAL MARKETS

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Main Author:	CHAI HAN XIE
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203984
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-2039842021-10-21T03:27:42Z ALPHA-STABLE DISTRIBUTION AND ALTERNATIVE RISK MEASURES IN THE BLACK-LITTERMAN MODEL: ESTIMATION OF EQUILIBRIUM RETURNS IN NON-NORMAL MARKETS CHAI HAN XIE MATHEMATICS NG WEE SENG Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-21T03:04:23Z 2021-10-21T03:04:23Z 2015 CHAI HAN XIE (2015). ALPHA-STABLE DISTRIBUTION AND ALTERNATIVE RISK MEASURES IN THE BLACK-LITTERMAN MODEL: ESTIMATION OF EQUILIBRIUM RETURNS IN NON-NORMAL MARKETS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203984
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 CHAI HAN XIE
author	CHAI HAN XIE
spellingShingle	CHAI HAN XIE ALPHA-STABLE DISTRIBUTION AND ALTERNATIVE RISK MEASURES IN THE BLACK-LITTERMAN MODEL: ESTIMATION OF EQUILIBRIUM RETURNS IN NON-NORMAL MARKETS
author_sort	CHAI HAN XIE
title	ALPHA-STABLE DISTRIBUTION AND ALTERNATIVE RISK MEASURES IN THE BLACK-LITTERMAN MODEL: ESTIMATION OF EQUILIBRIUM RETURNS IN NON-NORMAL MARKETS
title_short	ALPHA-STABLE DISTRIBUTION AND ALTERNATIVE RISK MEASURES IN THE BLACK-LITTERMAN MODEL: ESTIMATION OF EQUILIBRIUM RETURNS IN NON-NORMAL MARKETS
title_full	ALPHA-STABLE DISTRIBUTION AND ALTERNATIVE RISK MEASURES IN THE BLACK-LITTERMAN MODEL: ESTIMATION OF EQUILIBRIUM RETURNS IN NON-NORMAL MARKETS
title_fullStr	ALPHA-STABLE DISTRIBUTION AND ALTERNATIVE RISK MEASURES IN THE BLACK-LITTERMAN MODEL: ESTIMATION OF EQUILIBRIUM RETURNS IN NON-NORMAL MARKETS
title_full_unstemmed	ALPHA-STABLE DISTRIBUTION AND ALTERNATIVE RISK MEASURES IN THE BLACK-LITTERMAN MODEL: ESTIMATION OF EQUILIBRIUM RETURNS IN NON-NORMAL MARKETS
title_sort	alpha-stable distribution and alternative risk measures in the black-litterman model: estimation of equilibrium returns in non-normal markets
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203984
_version_	1715201358150238208

ALPHA-STABLE DISTRIBUTION AND ALTERNATIVE RISK MEASURES IN THE BLACK-LITTERMAN MODEL: ESTIMATION OF EQUILIBRIUM RETURNS IN NON-NORMAL MARKETS

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