Summary of 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: Summary of doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market
Summary of 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...........A?>/.-A*NGUYEN MINH NHATSUMMARY OF DOCTOR Summary of doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market RAL DISSERTATIONSHRINKAGE ESTIMATION OF COVARIANCE MATRIXFOR PORTFOLIO SELECTION ON VIETNAM STOCK MARKETHo ( hi Minh (in - 2020MINISTRY OF EDUCATION AND TRAINNING THE STATE BANK OF VIETNAMBANKING UNIV ERSITY OF HO CHI MINH CITY-ANGUYEN MINH NHATSUMMARY OF DOC TORAL DISSERTATIONSHRINKAGE ESTIMATION O Summary of doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market F COVARIANCE MATRIX FOR PORTFOLIO SELECTION ON VIETNAM STOCK MARKETHo Chi Minh City - 2020Table of ContentsList of Abbreviations......................Summary of 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...........A?>/.-A*NGUYEN MINH NHATSUMMARY OF DOCTOR Summary of doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market w..........................................11.2Problem statements and research gap....................................61.3Objectives and research questions.....................................101.4Research Methodology'................................................I I1.5Expected contributions...... Summary of doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market ..........................................121.6Disposition of the dissertation.......................................13CHAPTER 2: LITERATURE REVIEW...Summary of doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market
.............................................152.1Modern Portfolio Theory Framework.....................................152.1.1Concept of risk and retMINISTRY OF EDUCATION AND TRAINING THE STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITY...........A?>/.-A*NGUYEN MINH NHATSUMMARY OF DOCTOR Summary of doctoral dissertation shrinkage estimation of covariance matrix for portfolio selection on vietnam stock market .......................................182.1.4Crilism of the theory.............................................192.2Parameter estimation..................................................202.2.1Expected returns parameter........................................22 Summary of 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...........A?>/.-A*NGUYEN MINH NHATSUMMARY OF DOCTORGọi ngay
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