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https://hdl.handle.net/10356/3987| 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. | URI: | http://hdl.handle.net/10356/3987 | Rights: | Nanyang Technological University | Fulltext Permission: | restricted | Fulltext Availability: | With Fulltext |
| Appears in Collections: | EEE Theses |
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|---|---|---|---|---|
| EEE-THESES_1795.pdf Restricted Access | 11.16 MB | Adobe PDF | View/Open |
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