Please use this identifier to cite or link to this item:
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.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

Files in This Item:
File Description SizeFormat 
  Restricted Access
6.38 MBAdobe PDFView/Open

Google ScholarTM


Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.