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postgraduate thesis: Optimal asset allocation problems under the discrete-time regime-switching model

TitleOptimal asset allocation problems under the discrete-time regime-switching model
Authors
Advisors
Advisor(s):Yang, H
Issue Date2005
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Cheung, K. [張家俊]. (2005). Optimal asset allocation problems under the discrete-time regime-switching model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3131123
DegreeDoctor of Philosophy
SubjectAsset allocation - Mathematical models.
Markov processes.
Dept/ProgramStatistics and Actuarial Science

 

DC FieldValueLanguage
dc.contributor.advisorYang, H-
dc.contributor.authorCheung, Ka-chun-
dc.contributor.author張家俊-
dc.date.issued2005-
dc.identifier.citationCheung, K. [張家俊]. (2005). Optimal asset allocation problems under the discrete-time regime-switching model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3131123-
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.source.urihttp://hub.hku.hk/bib/B31311234-
dc.subject.lcshAsset allocation - Mathematical models.-
dc.subject.lcshMarkov processes.-
dc.titleOptimal asset allocation problems under the discrete-time regime-switching model-
dc.typePG_Thesis-
dc.identifier.hkulb3131123-
dc.description.thesisnameDoctor of Philosophy-
dc.description.thesislevelDoctoral-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.description.natureabstract-
dc.description.naturetoc-
dc.identifier.doi10.5353/th_b3131123-
dc.date.hkucongregation2005-

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