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postgraduate thesis: Mean-variance optimal portfolio selection with a value-at-risk constraint
| Title | Mean-variance optimal portfolio selection with a value-at-risk constraint |
|---|---|
| Authors | |
| Advisors | Advisor(s):Yung, SP |
| Issue Date | 2009 |
| Publisher | The University of Hong Kong (Pokfulam, Hong Kong) |
| Citation | Deng, H. [鄧惠]. (2009). Mean-variance optimal portfolio selection with a value-at-risk constraint. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4189721 |
| Degree | Master of Philosophy |
| Subject | Risk. Portfolio management - Mathematical models. |
| Dept/Program | Mathematics |
| Persistent Identifier | http://hdl.handle.net/10722/55048 |
| HKU Library Item ID | b4189721 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Yung, SP | - |
| dc.contributor.author | Deng, Hui | - |
| dc.contributor.author | 鄧惠 | - |
| dc.date.issued | 2009 | - |
| dc.identifier.citation | Deng, H. [鄧惠]. (2009). Mean-variance optimal portfolio selection with a value-at-risk constraint. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4189721 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/55048 | - |
| 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/B41897213 | - |
| dc.subject.lcsh | Risk. | - |
| dc.subject.lcsh | Portfolio management - Mathematical models. | - |
| dc.title | Mean-variance optimal portfolio selection with a value-at-risk constraint | - |
| dc.type | PG_Thesis | - |
| dc.identifier.hkul | b4189721 | - |
| dc.description.thesisname | Master of Philosophy | - |
| dc.description.thesislevel | Master | - |
| dc.description.thesisdiscipline | Mathematics | - |
| dc.description.nature | published_or_final_version | - |
| dc.identifier.doi | 10.5353/th_b4189721 | - |
| dc.date.hkucongregation | 2009 | - |
| dc.identifier.mmsid | 991024993589703414 | - |