The APT with lagged, value-at-risk and asset allocations by using econometric approach

Mustafa, Mamat and Sukono, . and Bin Bon, A.T. and Supian, S. (2016) The APT with lagged, value-at-risk and asset allocations by using econometric approach. In: IEOM Detroit Conference, IEOM 2016; Lawrence Technological UniversitySouthfield;, 23-25 Sep 2016, United States.

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Item Type: Conference or Workshop Item (Paper)
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
T Technology > T Technology (General)
Divisions: Faculty of Informatics & Computing
Depositing User: Muhammad Akmal Azhar
Date Deposited: 27 Oct 2020 06:17
Last Modified: 27 Oct 2020 06:17
URI: http://eprints.unisza.edu.my/id/eprint/776

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