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Optimal asset allocation under GARCH model /

Thesis (M. Phil.)--University of Hong Kong, 2000. / Includes bibliographical references (leaves 87-91).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/51348478
Date January 2000
CreatorsHui, Wai-choi.
PublisherHong Kong : University of Hong Kong,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceView the Table of Contents & Abstract.

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