Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/203984
| DC Field | Value | |
|---|---|---|
| dc.title | ALPHA-STABLE DISTRIBUTION AND ALTERNATIVE RISK MEASURES IN THE BLACK-LITTERMAN MODEL: ESTIMATION OF EQUILIBRIUM RETURNS IN NON-NORMAL MARKETS | |
| dc.contributor.author | CHAI HAN XIE | |
| dc.date.accessioned | 2021-10-21T03:04:23Z | |
| dc.date.available | 2021-10-21T03:04:23Z | |
| dc.date.issued | 2015 | |
| dc.identifier.citation | CHAI HAN XIE (2015). ALPHA-STABLE DISTRIBUTION AND ALTERNATIVE RISK MEASURES IN THE BLACK-LITTERMAN MODEL: ESTIMATION OF EQUILIBRIUM RETURNS IN NON-NORMAL MARKETS. ScholarBank@NUS Repository. | |
| dc.identifier.uri | https://scholarbank.nus.edu.sg/handle/10635/203984 | |
| dc.type | Thesis | |
| dc.contributor.department | MATHEMATICS | |
| dc.contributor.supervisor | NG WEE SENG | |
| dc.description.degree | Bachelor's | |
| dc.description.degreeconferred | BACHELOR OF SCIENCE (HONOURS) | |
| Appears in Collections: | Bachelor's Theses | |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| a0086582.pdf | 549.71 kB | Adobe PDF | CLOSED | None |
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