Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/203984
| Title: | ALPHA-STABLE DISTRIBUTION AND ALTERNATIVE RISK MEASURES IN THE BLACK-LITTERMAN MODEL: ESTIMATION OF EQUILIBRIUM RETURNS IN NON-NORMAL MARKETS | Authors: | CHAI HAN XIE | Issue Date: | 2015 | 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. | URI: | https://scholarbank.nus.edu.sg/handle/10635/203984 |
| Appears in Collections: | Bachelor's Theses |
Show full item record
Files in This Item:
| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| a0086582.pdf | 549.71 kB | Adobe PDF | CLOSED | None |
Google ScholarTM
Check
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.