COMPARATIVE RISK ANALYSIS BETWEEN THE MARKOWITZ QUADRATIC PROGRAMMING MODEL AND THE MULTIVARIATE COPULA MODEL FOR A SINGAPORE REITS PORTFOLIO
Bachelor's
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| Format: | Dissertation |
| Language: | English |
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2014
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/220422 |
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sg-nus-scholar.10635-2204222022-05-13T03:13:51Z COMPARATIVE RISK ANALYSIS BETWEEN THE MARKOWITZ QUADRATIC PROGRAMMING MODEL AND THE MULTIVARIATE COPULA MODEL FOR A SINGAPORE REITS PORTFOLIO XIE JIEYI ESTHER REAL ESTATE HO KIM HIN DAVID Real Estate RE Ho Kim Hin David 2013/2014 RE Comparative Risk Analysis Markowitz Quadratic Programming Multivariate Copula REIT Portfolio Singapore REITs Bachelor's BACHELOR OF SCIENCE (REAL ESTATE) 2014-04-30T08:21:11Z 2022-04-22T17:08:10Z 2019-09-26T14:13:55Z 2022-04-22T17:08:10Z 2014-04-30 Dissertation XIE JIEYI ESTHER (2014-04-30). COMPARATIVE RISK ANALYSIS BETWEEN THE MARKOWITZ QUADRATIC PROGRAMMING MODEL AND THE MULTIVARIATE COPULA MODEL FOR A SINGAPORE REITS PORTFOLIO. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/220422 en https://lib.sde.nus.edu.sg/dspace/handle/sde/2512 |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
Real Estate RE Ho Kim Hin David 2013/2014 RE Comparative Risk Analysis Markowitz Quadratic Programming Multivariate Copula REIT Portfolio Singapore REITs |
| spellingShingle |
Real Estate RE Ho Kim Hin David 2013/2014 RE Comparative Risk Analysis Markowitz Quadratic Programming Multivariate Copula REIT Portfolio Singapore REITs XIE JIEYI ESTHER COMPARATIVE RISK ANALYSIS BETWEEN THE MARKOWITZ QUADRATIC PROGRAMMING MODEL AND THE MULTIVARIATE COPULA MODEL FOR A SINGAPORE REITS PORTFOLIO |
| description |
Bachelor's |
| author2 |
REAL ESTATE |
| author_facet |
REAL ESTATE XIE JIEYI ESTHER |
| format |
Dissertation |
| author |
XIE JIEYI ESTHER |
| author_sort |
XIE JIEYI ESTHER |
| title |
COMPARATIVE RISK ANALYSIS BETWEEN THE MARKOWITZ QUADRATIC PROGRAMMING MODEL AND THE MULTIVARIATE COPULA MODEL FOR A SINGAPORE REITS PORTFOLIO |
| title_short |
COMPARATIVE RISK ANALYSIS BETWEEN THE MARKOWITZ QUADRATIC PROGRAMMING MODEL AND THE MULTIVARIATE COPULA MODEL FOR A SINGAPORE REITS PORTFOLIO |
| title_full |
COMPARATIVE RISK ANALYSIS BETWEEN THE MARKOWITZ QUADRATIC PROGRAMMING MODEL AND THE MULTIVARIATE COPULA MODEL FOR A SINGAPORE REITS PORTFOLIO |
| title_fullStr |
COMPARATIVE RISK ANALYSIS BETWEEN THE MARKOWITZ QUADRATIC PROGRAMMING MODEL AND THE MULTIVARIATE COPULA MODEL FOR A SINGAPORE REITS PORTFOLIO |
| title_full_unstemmed |
COMPARATIVE RISK ANALYSIS BETWEEN THE MARKOWITZ QUADRATIC PROGRAMMING MODEL AND THE MULTIVARIATE COPULA MODEL FOR A SINGAPORE REITS PORTFOLIO |
| title_sort |
comparative risk analysis between the markowitz quadratic programming model and the multivariate copula model for a singapore reits portfolio |
| publishDate |
2014 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/220422 |
| _version_ |
1734309392709320704 |