Yang, Fan. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (p. 100-106). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Literature review --- p.1 / Chapter 1.2 --- The main contribution of this thesis --- p.5 / Chapter 1.3 --- Relations between the above three models --- p.7 / Chapter 2 --- Model 1 --- p.9 / Chapter 2.1 --- Introduction --- p.9 / Chapter 2.2 --- Minimax rule risk function --- p.11 / Chapter 2.3 --- Fuzzy liquidity of asset --- p.12 / Chapter 2.4 --- Notations --- p.15 / Chapter 2.5 --- Model formulation --- p.16 / Chapter 2.6 --- Numerical example and result --- p.25 / Chapter 3 --- Model 2 --- p.36 / Chapter 3.1 --- Introduction --- p.36 / Chapter 3.2 --- Notations --- p.39 / Chapter 3.3 --- Model formulation --- p.41 / Chapter 3.4 --- Numerical example and result --- p.45 / Chapter 4 --- Model 3 --- p.51 / Chapter 4.1 --- Introduction --- p.51 / Chapter 4.2 --- Notations --- p.52 / Chapter 4.3 --- Model formulation --- p.54 / Chapter 4.4 --- Numerical example and result --- p.62 / Chapter 5 --- Conclusion --- p.68 / Chapter A --- Source Data for Model 1 --- p.71 / Chapter B --- Source Data for Model 2 --- p.80 / Chapter C --- Source Data for Model 3 --- p.90 / Bibliography --- p.100
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_327437 |
| Date | January 2011 |
| Contributors | Yang, Fan., Chinese University of Hong Kong Graduate School. Division of Systems Engineering and Engineering Management. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, xi, 106 p. : ill. ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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