Robust portfolio selection based on a multi-stage scenario tree.
Shen Ruijun. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. === Includes bibliographical references (leaves 72-74). === Abstracts in English and Chinese. === Abstract --- p.i === Acknowledgement --- p.ii === Chapter 1 --- Introduction --- p.1 === Chapter 1.1 --- Portfolio Selection...
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| Format: | Others |
| Language: | English Chinese |
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2005
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| Online Access: | http://library.cuhk.edu.hk/record=b5892710 http://repository.lib.cuhk.edu.hk/en/item/cuhk-325443 |