Index Catalog // Digital WPI

Start Over

Filtering by: Creator Dong, Yijun Keyword Modern Portfolio Theory

Portfolio Optimization, CAPM & Factor Modeling Project Report

Keyword:

French and Fama Model, Factor Model, CAPM, and Modern Portfolio Theory

Creator:

Dong, Yijun

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2012-04-23

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences