The Chinese Equity Risk Factor Model Based on Heavy Tailed Distributions, and Its Application in Risk Management and Portfolio Optimization

View/Open

Lu_grad.sunysb_0771E_11591.pdf (2.926Mb)

Author

Lu, Tianyu

Metadata

Show full item record

Preview in Universal Viewer

URI

http://hdl.handle.net/11401/76139

Collections

• Stony Brook Theses and Dissertations Collection [4009]