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Title | Black-Litterman model with 52 week high momentum strategy : evidence on SET |
Creator | Prayoon Wachirapansathit |
Keyword |
Stocks Prices Mathematical models Investment analysis Portfolio management Thailand, Rate of return |
Publisher | Thammasat University |
Contributors | Sittisak Leelahanon, advisor |
Date of issued | 2013 |
Type | Text |
Format | application/pdf |
Format-extent | 53 leaves |
Language | eng |
Rights | Copyright of Thammasat University. Licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives license. |
Rights holder | Thammasat University |
Degree name | Master of Science (Finance) |
Degree discipline | Finance |
Faculty/College | Faculty of Commerce and Accountancy |
OCLC number | 936026830 |
CONTENTdm number | 20791 |
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