MAXIMUM-SHARPE-RATIO ESTIMATED AND SPARSE REGRESSION (MAXSER): PORTFOLIO OPTIMIZATION FOR LARGE STOCK UNIVERSES WITH FACTOR INVESTING
Bachelor's
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2023
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/246497 |
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sg-nus-scholar.10635-2464972023-12-20T02:09:41Z MAXIMUM-SHARPE-RATIO ESTIMATED AND SPARSE REGRESSION (MAXSER): PORTFOLIO OPTIMIZATION FOR LARGE STOCK UNIVERSES WITH FACTOR INVESTING CHANG WEI CHING NUS BUSINESS SCHOOL CHAROENWONG BEN DENIS TKACHENKO Bachelor's Bachelor of Business Administration with Honours 2023-12-20T02:09:41Z 2023-12-20T02:09:41Z 2023-11-06 Thesis CHANG WEI CHING (2023-11-06). MAXIMUM-SHARPE-RATIO ESTIMATED AND SPARSE REGRESSION (MAXSER): PORTFOLIO OPTIMIZATION FOR LARGE STOCK UNIVERSES WITH FACTOR INVESTING. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/246497 |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| description |
Bachelor's |
| author2 |
NUS BUSINESS SCHOOL |
| author_facet |
NUS BUSINESS SCHOOL CHANG WEI CHING |
| format |
Theses and Dissertations |
| author |
CHANG WEI CHING |
| spellingShingle |
CHANG WEI CHING MAXIMUM-SHARPE-RATIO ESTIMATED AND SPARSE REGRESSION (MAXSER): PORTFOLIO OPTIMIZATION FOR LARGE STOCK UNIVERSES WITH FACTOR INVESTING |
| author_sort |
CHANG WEI CHING |
| title |
MAXIMUM-SHARPE-RATIO ESTIMATED AND SPARSE REGRESSION (MAXSER): PORTFOLIO OPTIMIZATION FOR LARGE STOCK UNIVERSES WITH FACTOR INVESTING |
| title_short |
MAXIMUM-SHARPE-RATIO ESTIMATED AND SPARSE REGRESSION (MAXSER): PORTFOLIO OPTIMIZATION FOR LARGE STOCK UNIVERSES WITH FACTOR INVESTING |
| title_full |
MAXIMUM-SHARPE-RATIO ESTIMATED AND SPARSE REGRESSION (MAXSER): PORTFOLIO OPTIMIZATION FOR LARGE STOCK UNIVERSES WITH FACTOR INVESTING |
| title_fullStr |
MAXIMUM-SHARPE-RATIO ESTIMATED AND SPARSE REGRESSION (MAXSER): PORTFOLIO OPTIMIZATION FOR LARGE STOCK UNIVERSES WITH FACTOR INVESTING |
| title_full_unstemmed |
MAXIMUM-SHARPE-RATIO ESTIMATED AND SPARSE REGRESSION (MAXSER): PORTFOLIO OPTIMIZATION FOR LARGE STOCK UNIVERSES WITH FACTOR INVESTING |
| title_sort |
maximum-sharpe-ratio estimated and sparse regression (maxser): portfolio optimization for large stock universes with factor investing |
| publishDate |
2023 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/246497 |
| _version_ |
1787136365521010688 |