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Some extensions of portfolio selection under a minimax rule.

Nie Xiaofeng. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2002. / Includes bibliographical references (leaves 52-56). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- A Minimax Model and Its CAPM --- p.9 / Chapter 2.1 --- Model Formulation --- p.9 / Chapter 2.2 --- Efficient Frontier --- p.11 / Chapter 2.3 --- Market Portfolio --- p.15 / Chapter 2.4 --- CAPM of Minimax Model --- p.22 / Chapter 3 --- "A Revised Minimax Model with Downside Risk, and Its CAPM" --- p.28 / Chapter 3.1 --- Model Formulation --- p.28 / Chapter 3.2 --- Efficient Frontier --- p.30 / Chapter 3.3 --- Market Portfolio and CAPM --- p.38 / Chapter 4 --- Numerical Analysis --- p.43 / Chapter 4.1 --- Efficient Frontiers --- p.43 / Chapter 4.1.1 --- Input Data --- p.45 / Chapter 4.1.2 --- Efficient Frontiers --- p.45 / Chapter 4.2 --- Monthly Rate of Return Comparison --- p.47 / Chapter 5 --- Summary --- p.50 / Bibliography --- p.52

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_323824
Date January 2002
ContributorsNie, Xiaofeng., Chinese University of Hong Kong Graduate School. Division of Systems Engineering and Engineering Management.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, viii, 56 leaves : ill. ; 30 cm.
RightsUse 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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