Exploit market abnormal return using data mining with application to optimal portfolio selection.
Tsui Chuk Wah. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. === Includes bibliographical references (leaves 69-70). === Abstracts in English and Chinese. === Abstract --- p.iv === Chapter 1 --- Introduction --- p.1 === Chapter 2 --- Data --- p.8 === Chapter 3 --- Methodology ---...
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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=b5892005 http://repository.lib.cuhk.edu.hk/en/item/cuhk-324941 |