Skip navigation
Please use this identifier to cite or link to this item:
Title: Regime Identification in Stock Markets and its Applications in Stochastic Portfolio Optimization
Authors: Ho, Teck Hsien
Advisors: Mulvey, John M.
Department: Operations Research and Financial Engineering
Class Year: 2010
Extent: 116 Pages
Format: Contains color or special media
Other Identifiers: 24019
Location : This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact
Type of Material: Princeton University Senior Theses
Appears in Collections:Operations Research and Financial Engineering, 2000-2017

Files in This Item:
There are no files associated with this item.

Items in Dataspace are protected by copyright, with all rights reserved, unless otherwise indicated.