Universal portfolios and relative entropy bounds in investment /
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Format: | Thesis Book |
Language: | English |
Published: |
2002.
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LEADER | 00878cam a2200229 a 4500 | ||
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001 | u694766 | ||
003 | SIRSI | ||
008 | 920629s2002 my a t 00 10 eng m | ||
040 | |a UMM | ||
090 | |a QA3 |b UM 2002 Cha | ||
100 | 1 | 0 | |a Chan, Chin Tiong. |
245 | 1 | 0 | |a Universal portfolios and relative entropy bounds in investment / |c Chan Chin Tiong. |
260 | |c 2002. | ||
300 | |a xv, 424 leaves : |b ill. ; |c 30 cm. | ||
502 | |a Dissertation (M.Sc.) -- Institut Sains Matematik, Fakulti Sains, Universiti Malaya, 2003. | ||
504 | |a Bibliography: leaves 422-424. | ||
650 | 0 | |a Investment analysis |x Mathematical models | |
650 | 0 | |a Portfolio management |x Mathematical models | |
710 | 2 | 0 | |a Universiti Malaya. |b Institut Sains Matematik. |
948 | |a 01/03/2004 |b 22/06/2004 | ||
596 | |a 1 | ||
999 | |a QA3 UM 2002 CHA |w LC |c 1 |i A511194951 |d 18/4/2005 |f 18/4/2005 |g 1 |l STACKS |m P01UTAMA |r Y |s Y |t TESIS |u 23/3/2005 |