Value-at-risk analysis of portfolio return model using independent component analysis and Gaussian mixture model.
Sen Sui. === Thesis submitted in: August 2003. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. === Includes bibliographical references (leaves 88-92). === Abstracts in English and Chinese. === Abstract --- p.ii === Acknowledgement --- p.iv === Dedication --- p.v === Chapter 1 --- Int...
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| Format: | Others |
| Language: | English Chinese |
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2004
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| Online Access: | http://library.cuhk.edu.hk/record=b5892248 http://repository.lib.cuhk.edu.hk/en/item/cuhk-324773 |