Doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market
➤ Gửi thông báo lỗi ⚠️ Báo cáo tài liệu vi phạmNội dung chi tiết: Doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market
Doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market
MINISTRY OF EDUCATION AND TRAINING THE STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITY...........DOCTORAL DISSERTATIONNGUYEN MINH NHATSHRI Doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market INKAGE ESTIMATION OF COVARIANCE MATRIXFOR PORTFOLIO SELECTION ON VIETNAM STOCK MARKETHo Chi Minh City - 2020MINISTRY OF EDUCATION AND TRAINING THE STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYDOCTORAL DISSERTATIONNGUYEN MINH NHATSHRINKAGE ESTIMATION OF COVARIANCE MATRIXFOR PORTFOLIO SE Doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market LECTION ON VIETNAM STOCK MARKETHo Chi Minh City - 2020Tabic of ContentsList of Abbreviations..........................................................Doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market
.....................ivList of Figures.....................................................................................viList of Tables...........MINISTRY OF EDUCATION AND TRAINING THE STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITY...........DOCTORAL DISSERTATIONNGUYEN MINH NHATSHRI Doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market ............................11.1Vietnam stock market overview................................................................11.2Problem statements...........................................................................61.3Objectives and research questions......................................... Doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market ..................111.4Research Methodology........................................................................111.5Expected contributions........Doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market
..............................................................131.6Disposition of the dissertation....................................................MINISTRY OF EDUCATION AND TRAINING THE STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITY...........DOCTORAL DISSERTATIONNGUYEN MINH NHATSHRI Doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market ..........................................................162.1.1Concept of risk and return.............................................................................. 172.1.2Assumptions of the modern portfolio theory.............................................182.1.3MPT investment process....... Doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market ..........................................................192.1.4Critism of the theory................................................................Doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market
....................... 20MINISTRY OF EDUCATION AND TRAINING THE STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITY...........DOCTORAL DISSERTATIONNGUYEN MINH NHATSHRIMINISTRY OF EDUCATION AND TRAINING THE STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITY...........DOCTORAL DISSERTATIONNGUYEN MINH NHATSHRIGọi ngay
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