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Title: New paradigm for structuring portfolios to improve the risk and return projection
Authors: Zhang, Lizhong
Keywords: DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
Issue Date: 2004
Abstract: Mean-Variance (MV) efficiency is a classic method, it was a tool for selecting portfolio and was popular with most financial planners and investors. However, MV efficiency has serious limitations that are instability and ambiguity and these limitations are not reflected in the conceptual flows, but are reflected in practical.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:EEE Theses

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