Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/7484
Title: Multifactor equity modelling using random coefficents.
Authors: Lim, Andrew Tou Nan.
Keywords: DRNTU::Business::Finance::Portfolio management
DRNTU::Business::Finance::Equity
Issue Date: 2003
Abstract: This dissertation aims to develop a model of equity risk and return for applications in portfolio and risk management. The methodology that is used in this dissertation is based on the concepts of random coefficients regression.
URI: http://hdl.handle.net/10356/7484
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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