Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/8893
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dc.contributor.authorKek, Ho Boon.en_US
dc.contributor.authorOng, Jennie Lee Bein.en_US
dc.contributor.authorYu, Chew Hoon.en_US
dc.date.accessioned2008-09-24T07:26:25Z-
dc.date.available2008-09-24T07:26:25Z-
dc.date.copyright2003en_US
dc.date.issued2003-
dc.identifier.urihttp://hdl.handle.net/10356/8893-
dc.description.abstractThis project explores the robustness of the Single Index Model in the context of the Singapore stock market.en_US
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Finance::Equity-
dc.titlePortfolio selection by stochastic programming for the Singapore stock market.en_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorYoung, Martin Roberten_US
dc.contributor.schoolNanyang Business Schoolen_US
item.grantfulltextrestricted-
item.fulltextWith Fulltext-
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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