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Mean-variance optimal portfolio selection with a value-at-risk constraint

Thesis (M. Phil.)--University of Hong Kong, 2009. / Includes bibliographical references (p. 104-109) Also available in print.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/367579720
Date January 2009
CreatorsDeng, Hui,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceClick to view the E-thesis via HKUTO

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