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postgraduate thesis: Statistical inference for Markowitz efficient portfolios

TitleStatistical inference for Markowitz efficient portfolios
Authors
Issue Date2015
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Zhu, Y. [朱淵遠]. (2015). Statistical inference for Markowitz efficient portfolios. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5689290
DegreeDoctor of Philosophy
SubjectPortfolio management - Statistical methods
Dept/ProgramStatistics and Actuarial Science
Persistent Identifierhttp://hdl.handle.net/10722/222377

 

DC FieldValueLanguage
dc.contributor.authorZhu, Yuanyuan-
dc.contributor.author朱淵遠-
dc.date.accessioned2016-01-13T01:23:19Z-
dc.date.available2016-01-13T01:23:19Z-
dc.date.issued2015-
dc.identifier.citationZhu, Y. [朱淵遠]. (2015). Statistical inference for Markowitz efficient portfolios. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5689290-
dc.identifier.urihttp://hdl.handle.net/10722/222377-
dc.languageeng-
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)-
dc.relation.ispartofHKU Theses Online (HKUTO)-
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.-
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.subject.lcshPortfolio management - Statistical methods-
dc.titleStatistical inference for Markowitz efficient portfolios-
dc.typePG_Thesis-
dc.identifier.hkulb5689290-
dc.description.thesisnameDoctor of Philosophy-
dc.description.thesislevelDoctoral-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5353/th_b5689290-

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