Please use this identifier to cite or link to this item:
|Title:||Construction and interpretation of efficient frontiers in U.S. and China stock markets.||Authors:||Chin, Yee Weng.
|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)|
Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.