Exploit market abnormal return using data mining with application to optimal portfolio selection.

Description

Tsui Chuk Wah. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 69-70). / Abstracts in English and Chinese. / Abstract --- p.iv / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Data --- p.8 / Chapter 3 --- Methodology --- p.23 / Chapter 4 --- Results --- p.45 / Chapter 5 --- Conclusion and Further Development --- p.59 / Appendix --- p.63 / Reference --- p.69

Links & Downloads

1. cuhk:324941
2. http://library.cuhk.edu.hk/record=b5892005
3. http://repository.lib.cuhk.edu.hk/en/item/cuhk-324941

Tags

Portfolio management--Econometric models

Data mining

Stocks

Stocks--China--Hong Kong

Additional Fields

Identifer	oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_324941
Date	January 2004
Contributors	Tsui, Chuk Wah., Chinese University of Hong Kong Graduate School. Division of Risk Management Science.
Source Sets	The Chinese University of Hong Kong
Language	English, Chinese
Detected Language	English
Type	Text, bibliography
Format	print, vii, 70 leaves : ill. ; 30 cm.
Coverage	China, Hong Kong
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/)