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|Title:||Multifactor equity modelling using random coefficents.||Authors:||Lim, Andrew Tou Nan.||Keywords:||DRNTU::Business::Finance::Portfolio management
|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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