MEAN-VARIANCE ASSET ALLOCATION
Bachelor's
Saved in:
Main Author: | BING KANGNI |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/204171 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Asset Performance Evaluation with Mean-Variance Ratio
by: Bai, Zhidong, et al.
Published: (2011) -
Assets performance testing with the mean-variance ratio statistics
by: WANG KEYAN
Published: (2010) -
Time-consistent mean-variance portfolio selection with only risky assets
by: Pun, Chi Seng
Published: (2018) -
Mean-Variance Asset Liability Management with State-Dependent Risk Aversion
by: Yan Zhang, et al.
Published: (2018) -
Multi-Period Mean-Variance Portfolio Optimization with High-Order Coupled Asset Dynamics
by: He, Jing, et al.
Published: (2016)