Portfolio optimization under minimax risk measure with investment bounds.
Wong, Chi Ying. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2007. === Includes bibliographical references (leaves 71-74). === Abstracts in English and Chinese. === Abstract Page --- p.ii === Acknowledgment Page --- p.iv === Chapter 1 --- Introduction --- p.1 === Chapter 2 --- Literatur...
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| Format: | Others |
| Language: | English Chinese |
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2007
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| Online Access: | http://library.cuhk.edu.hk/record=b5893387 http://repository.lib.cuhk.edu.hk/en/item/cuhk-326057 |