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postgraduate thesis: Statistical inference for Markowitz efficient portfolios
| Title | Statistical inference for Markowitz efficient portfolios |
|---|---|
| Authors | |
| Issue Date | 2015 |
| Publisher | The 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 |
| Degree | Doctor of Philosophy |
| Subject | Portfolio management - Statistical methods |
| Dept/Program | Statistics and Actuarial Science |
| Persistent Identifier | http://hdl.handle.net/10722/222377 |
| HKU Library Item ID | b5689290 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Zhu, Yuanyuan | - |
| dc.contributor.author | 朱淵遠 | - |
| dc.date.accessioned | 2016-01-13T01:23:19Z | - |
| dc.date.available | 2016-01-13T01:23:19Z | - |
| dc.date.issued | 2015 | - |
| dc.identifier.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 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/222377 | - |
| 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.subject.lcsh | Portfolio management - Statistical methods | - |
| dc.title | Statistical inference for Markowitz efficient portfolios | - |
| dc.type | PG_Thesis | - |
| dc.identifier.hkul | b5689290 | - |
| dc.description.thesisname | Doctor of Philosophy | - |
| dc.description.thesislevel | Doctoral | - |
| dc.description.thesisdiscipline | Statistics and Actuarial Science | - |
| dc.description.nature | published_or_final_version | - |
| dc.identifier.doi | 10.5353/th_b5689290 | - |
| dc.identifier.mmsid | 991018851759703414 | - |