Please use this identifier to cite or link to this item:
https://hdl.handle.net/10356/8893| Title: | Portfolio selection by stochastic programming for the Singapore stock market. | Authors: | Kek, Ho Boon. Ong, Jennie Lee Bein. Yu, Chew Hoon. |
Keywords: | DRNTU::Business::Finance::Equity | Issue Date: | 2003 | Abstract: | This project explores the robustness of the Single Index Model in the context of the Singapore stock market. | URI: | http://hdl.handle.net/10356/8893 | Schools: | Nanyang Business School | Rights: | Nanyang Technological University | Fulltext Permission: | restricted | Fulltext Availability: | With Fulltext |
| Appears in Collections: | NBS Student Reports (FYP/IA/PA/PI) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| NBS-REPORTS_1603.pdf Restricted Access | 171.57 kB | Adobe PDF | View/Open |
Page view(s) 50
486
Updated on Oct 14, 2024
Download(s)
3
Updated on Oct 14, 2024
Google ScholarTM
Check
Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.