Browse by Authors and Editors
Number of items: 1. Le, Khanh (2020) Can Mean-Variance Portfolio Optimization with long-only constraint help enhance momentum strategy? Evidence from S&P 100. [Dissertation (University of Nottingham only)] |
Browse by Authors and Editors
Number of items: 1. Le, Khanh (2020) Can Mean-Variance Portfolio Optimization with long-only constraint help enhance momentum strategy? Evidence from S&P 100. [Dissertation (University of Nottingham only)] |
