Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/203330
| DC Field | Value | |
|---|---|---|
| dc.title | PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS | |
| dc.contributor.author | FANG YUTING | |
| dc.date.accessioned | 2021-10-15T00:52:37Z | |
| dc.date.available | 2021-10-15T00:52:37Z | |
| dc.date.issued | 2013 | |
| dc.identifier.citation | FANG YUTING (2013). PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS. ScholarBank@NUS Repository. | |
| dc.identifier.uri | https://scholarbank.nus.edu.sg/handle/10635/203330 | |
| dc.type | Thesis | |
| dc.contributor.department | MATHEMATICS | |
| dc.contributor.supervisor | LOU JIANN HUA | |
| dc.description.degree | Bachelor's | |
| dc.description.degreeconferred | BACHELOR OF SCIENCE (HONOURS) | |
| Appears in Collections: | Bachelor's Theses | |
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Files in This Item:
| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| u0903368.pdf | 1.59 MB | Adobe PDF | CLOSED | None |
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