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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Awarding institution: University of York
Academic Units: The University of York > Economics and Related Studies (York)
Depositing User: Mr Liyuan Chen
Date Deposited: 19 Feb 2018 14:21
Last Modified: 11 Jan 2023 00:28

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