Construction and interpretation of efficient frontiers in U.S. and China stock markets.
Chin, Yee Weng.
Date of Issue2008
College of Business (Nanyang Business School)
This research uses the Mean-Variance (M-V) portfolio selection method, the very fundamental tool proposed by Markowitz, to plot efficient frontiers for the stock markets in the United States and China. Investigations and interpretations carried out for the efficient frontiers provide some insights into efficient frontiers themselves and performances of these two stock markets.
Final Year Project (FYP)
Nanyang Technological University