Essays on Portfolio Optimization, Volatility Modelling and Risk Measurement

Chen, Liyuan (2017) Essays on Portfolio Optimization, Volatility Modelling and Risk Measurement. PhD thesis, University of York.

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Supervisors: Zerilli, Paola
Awarding institution: University of York
Academic Units: The University of York > Economics and Related Studies (York)
Identification Number/EthosID: uk.bl.ethos.733645
Depositing User: Mr Liyuan Chen
Date Deposited: 19 Feb 2018 14:21
Last Modified: 21 Feb 2023 10:53

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