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Filtering by: Creator Xu, Chenghao Unit (Department) Mathematical Sciences

Portfolio Optimization, CAPM & Factor Modeling Project Report

Keyword:

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

Creator:

Xu, Chenghao

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2012-04-23

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences