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postgraduate thesis: Optimal asset allocation problems under the discrete-time regime-switching model
| Title | Optimal asset allocation problems under the discrete-time regime-switching model |
|---|---|
| Authors | |
| Advisors | Advisor(s):Yang, H |
| Issue Date | 2005 |
| Publisher | The 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 |
| Degree | Doctor of Philosophy |
| Subject | Asset allocation - Mathematical models. Markov processes. |
| Dept/Program | Statistics and Actuarial Science |
| Persistent Identifier | http://hdl.handle.net/10722/39889 |
| HKU Library Item ID | b3131123 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Yang, H | - |
| dc.contributor.author | Cheung, Ka-chun | - |
| dc.contributor.author | 張家俊 | - |
| dc.date.issued | 2005 | - |
| dc.identifier.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 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/39889 | - |
| 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/B31311234 | - |
| dc.subject.lcsh | Asset allocation - Mathematical models. | - |
| dc.subject.lcsh | Markov processes. | - |
| dc.title | Optimal asset allocation problems under the discrete-time regime-switching model | - |
| dc.type | PG_Thesis | - |
| dc.identifier.hkul | b3131123 | - |
| 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.description.nature | abstract | - |
| dc.description.nature | toc | - |
| dc.identifier.doi | 10.5353/th_b3131123 | - |
| dc.date.hkucongregation | 2005 | - |
| dc.identifier.mmsid | 991012712609703414 | - |