Portfolio selection by stochastic programming for the Singapore stock market.
Kek, Ho Boon.
Ong, Jennie Lee Bein.
Yu, Chew Hoon.
Date of Issue2003
College of Business (Nanyang Business School)
This project explores the robustness of the Single Index Model in the context of the Singapore stock market.
Final Year Project (FYP)
Nanyang Technological University