Minimax solution to multi-mode portfolio selection models with a mean-variance formulation.
Li, Rui. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. === Includes bibliographical references (leaves 69-71). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 1.1 --- Portfolio Selection Models --- p.1 === Chapter 1.1.1 --- Single Period Mode...
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| Format: | Others |
| Language: | English Chinese |
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2003
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| Online Access: | http://library.cuhk.edu.hk/record=b5891628 http://repository.lib.cuhk.edu.hk/en/item/cuhk-324327 |