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postgraduate thesis: Optimal asset allocation under GARCH model
| Title | Optimal asset allocation under GARCH model |
|---|---|
| Authors | |
| Advisors | |
| Issue Date | 2000 |
| Publisher | The University of Hong Kong (Pokfulam, Hong Kong) |
| Citation | Hui, W. [許偉才]. (2000). Optimal asset allocation under GARCH model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122271 |
| Degree | Master of Philosophy |
| Subject | Asset allocation. Autoregression (Statistics) Heteroscedasticity. Multivariate analysis. Investment analysis. |
| Dept/Program | Statistics and Actuarial Science |
| Persistent Identifier | http://hdl.handle.net/10722/34075 |
| HKU Library Item ID | b3122271 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Yang, H | - |
| dc.contributor.advisor | Yuen, KC | - |
| dc.contributor.author | Hui, Wai-choi. | - |
| dc.contributor.author | 許偉才 | - |
| dc.date.issued | 2000 | - |
| dc.identifier.citation | Hui, W. [許偉才]. (2000). Optimal asset allocation under GARCH model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122271 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/34075 | - |
| dc.language | eng | - |
| dc.publisher | The University of Hong Kong (Pokfulam, Hong Kong) | - |
| dc.relation.ispartof | HKU Theses Online (HKUTO) | - |
| dc.rights | The author retains all proprietary rights, (such as patent rights) and the right to use in future works. | - |
| dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
| dc.source.uri | http://hub.hku.hk/bib/B31222717 | - |
| dc.subject.lcsh | Asset allocation. | - |
| dc.subject.lcsh | Autoregression (Statistics) | - |
| dc.subject.lcsh | Heteroscedasticity. | - |
| dc.subject.lcsh | Multivariate analysis. | - |
| dc.subject.lcsh | Investment analysis. | - |
| dc.title | Optimal asset allocation under GARCH model | - |
| dc.type | PG_Thesis | - |
| dc.identifier.hkul | b3122271 | - |
| dc.description.thesisname | Master of Philosophy | - |
| dc.description.thesislevel | Master | - |
| dc.description.thesisdiscipline | Statistics and Actuarial Science | - |
| dc.description.nature | published_or_final_version | - |
| dc.identifier.doi | 10.5353/th_b3122271 | - |
| dc.date.hkucongregation | 2000 | - |
| dc.identifier.mmsid | 991012272529703414 | - |