Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/10526
Title: Construction and interpretation of efficient frontiers in U.S. and China stock markets.
Authors: Chin, Yee Weng.
Li, Xue.
Mu, Lei.
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 2008
Abstract: This research uses the Mean-Variance (M-V) portfolio selection method, the very fundamental tool proposed by Markowitz, to plot efficient frontiers for the stock markets in the United States and China. Investigations and interpretations carried out for the efficient frontiers provide some insights into efficient frontiers themselves and performances of these two stock markets.
URI: http://hdl.handle.net/10356/10526
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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