Efficient estimation for Markowitz's portfolio optimization by using random matrix theory

Ph.D

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Bibliographic Details
Main Author:	LI HUA
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Theses and Dissertations
Language:	English
Published:	2013
Subjects:	Markowitz mean-variance optimization, optimal return, optimal portfolio allocation
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/37830
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-37830
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spelling	sg-nus-scholar.10635-378302015-01-07T09:34:54Z Efficient estimation for Markowitz's portfolio optimization by using random matrix theory LI HUA STATISTICS & APPLIED PROBABILITY BAI ZHIDONG Markowitz mean-variance optimization, optimal return, optimal portfolio allocation Ph.D DOCTOR OF PHILOSOPHY 2013-05-31T18:00:27Z 2013-05-31T18:00:27Z 2013-02-01 Thesis LI HUA (2013-02-01). Efficient estimation for Markowitz's portfolio optimization by using random matrix theory. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/37830 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Markowitz mean-variance optimization, optimal return, optimal portfolio allocation
spellingShingle	Markowitz mean-variance optimization, optimal return, optimal portfolio allocation LI HUA Efficient estimation for Markowitz's portfolio optimization by using random matrix theory
description	Ph.D
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY LI HUA
format	Theses and Dissertations
author	LI HUA
author_sort	LI HUA
title	Efficient estimation for Markowitz's portfolio optimization by using random matrix theory
title_short	Efficient estimation for Markowitz's portfolio optimization by using random matrix theory
title_full	Efficient estimation for Markowitz's portfolio optimization by using random matrix theory
title_fullStr	Efficient estimation for Markowitz's portfolio optimization by using random matrix theory
title_full_unstemmed	Efficient estimation for Markowitz's portfolio optimization by using random matrix theory
title_sort	efficient estimation for markowitz's portfolio optimization by using random matrix theory
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/37830
_version_	1681081847526719488

Efficient estimation for Markowitz's portfolio optimization by using random matrix theory

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