Add to ORKGPart of the Finance Commons, and the Portfolio and Security Analysis Commons This Master Thesis is brought to you for free and open access by the Dissertations and Theses at Institutional Knowledge at Singapore Management University. It has been accepted for inclusion in Dissertations and Theses Collection (Open Access) by an authorized administrator of Institutiona
We propose a new way of testing the mean-variance efficiency of well-diversified portfolios on large...
Part of the Finance and Financial Management Commons, and the Other Economics Commons This Dissertat...
This presentation was given during the Society of Business, Industry and Economics Annual Meeting
My main aim of this thesis is to test the model on Hong Kong data to observe changes, focusing on th...
This Thesis- Open Access is brought to you for free and open access by Digital Commons @ East Tennes...
Part of the Portfolio and Security Analysis Commons This Master Thesis is brought to you for free an...
Part of the Econometrics Commons, and the Portfolio and Security Analysis Commons This Master Thesis...
The objective of the research work undertaken is to examine the Risk Anomaly on the scrips traded in...
This Article is brought to you for free and open access by the Department of Economics at OpenSIUC. ...
Available from British Library Document Supply Centre-DSC:3739.0605(R000221139) / BLDSC - British Li...
Traditional methods for analyzing portfolio returns often rely on multifactor risk assessment, and t...
Examining the feasibility of momentum strategy and the presence of small cap-premium in singapore co...
SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7879(LU-DE-DP--166) / BLDSC - B...
This dissertation tests the long term performance of value investing strategy in the UK stock market...
Markowitz has lifted portfolio theory to scientific level by introducing mean-variance framework. Mi...
We propose a new way of testing the mean-variance efficiency of well-diversified portfolios on large...
Part of the Finance and Financial Management Commons, and the Other Economics Commons This Dissertat...
This presentation was given during the Society of Business, Industry and Economics Annual Meeting
My main aim of this thesis is to test the model on Hong Kong data to observe changes, focusing on th...
This Thesis- Open Access is brought to you for free and open access by Digital Commons @ East Tennes...
Part of the Portfolio and Security Analysis Commons This Master Thesis is brought to you for free an...
Part of the Econometrics Commons, and the Portfolio and Security Analysis Commons This Master Thesis...
The objective of the research work undertaken is to examine the Risk Anomaly on the scrips traded in...
This Article is brought to you for free and open access by the Department of Economics at OpenSIUC. ...
Available from British Library Document Supply Centre-DSC:3739.0605(R000221139) / BLDSC - British Li...
Traditional methods for analyzing portfolio returns often rely on multifactor risk assessment, and t...
Examining the feasibility of momentum strategy and the presence of small cap-premium in singapore co...
SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7879(LU-DE-DP--166) / BLDSC - B...
This dissertation tests the long term performance of value investing strategy in the UK stock market...
Markowitz has lifted portfolio theory to scientific level by introducing mean-variance framework. Mi...
We propose a new way of testing the mean-variance efficiency of well-diversified portfolios on large...
Part of the Finance and Financial Management Commons, and the Other Economics Commons This Dissertat...
This presentation was given during the Society of Business, Industry and Economics Annual Meeting