Statistical aspects of the portfolio construction programme
(2007)
Thesis
Belgorodski, A. Statistical aspects of the portfolio construction programme. (Thesis). Salford : University of Salford
The area of finance poses many challenging problems to the decision maker. One of them is the modelling of the expected return on stocks and the covariance matrix of returns. This thesis approaches the decision problem of choosing an optimum portfo... Read More about Statistical aspects of the portfolio construction programme.