Do robust portfolio optimisations improve performance
Author(s)
Darmaraksa, Pisut
Type
Thesis or dissertation
Version
Imperial Users only
Date Issued
2007
Date Awarded
2007
Format Extent
1235642 bytes
Creator
Darmaraksa, Pisut
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering