Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/10526
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dc.contributor.authorChin, Yee Weng.en_US
dc.contributor.authorLi, Xue.en_US
dc.contributor.authorMu, Lei.en_US
dc.date.accessioned2008-09-24T07:44:35Z-
dc.date.available2008-09-24T07:44:35Z-
dc.date.copyright2008en_US
dc.date.issued2008-
dc.identifier.urihttp://hdl.handle.net/10356/10526-
dc.description.abstractThis 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.en_US
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Finance::Stock exchanges-
dc.titleConstruction and interpretation of efficient frontiers in U.S. and China stock markets.en_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorCheang, Gerald Hock Lyeen_US
dc.contributor.schoolNanyang Business Schoolen_US
item.grantfulltextrestricted-
item.fulltextWith Fulltext-
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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