Please use this identifier to cite or link to this item: http://localhost/handle/Hannan/242997
Title: Two Essays on Portfolio Management under Non-normality
Authors: Ying Zhang
Year: 2007
Abstract: This dissertation focuses on portfolio management issues under non-normality.The first essay, "Multivariate GARCH-modeling and Mean-VaR Analysis under
URI: http://localhost/handle/Hannan/242997
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Title: Two Essays on Portfolio Management under Non-normality
Authors: Ying Zhang
Year: 2007
Abstract: This dissertation focuses on portfolio management issues under non-normality.The first essay, "Multivariate GARCH-modeling and Mean-VaR Analysis under
URI: http://localhost/handle/Hannan/242997
Appears in Collections:Thesis

Files in This Item:
File SizeFormat 
TL100431.pdf4.28 MBAdobe PDF
Title: Two Essays on Portfolio Management under Non-normality
Authors: Ying Zhang
Year: 2007
Abstract: This dissertation focuses on portfolio management issues under non-normality.The first essay, "Multivariate GARCH-modeling and Mean-VaR Analysis under
URI: http://localhost/handle/Hannan/242997
Appears in Collections:Thesis

Files in This Item:
File SizeFormat 
TL100431.pdf4.28 MBAdobe PDF