Portfolio Construction derived from the usage of an Information Stochastic Discount Factor associated with Misspecification
Author(s)
Wang, Zepeng
Type
Thesis or dissertation
Version
Imperial Users only
Date Issued
2017
Date Awarded
2017
Creator
Wang, Zepeng
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
Masters
Course Name
Investment and Wealth Management