Skip to main content
Simon Fraser University Simon Fraser University Simon Fraser University Simon Fraser University
Summit Research Repository
  • SIGN IN
    • SFU Mail
    • goSFU
    • Canvas
    • Library Catalogue
Submit your Research

Main navigation

  • Home
  • Collections
  • About
  • Contact
  • Search Summit

Search

Displaying 1 - 3 of 3
Benchmarking and Analysis on the Dividend and Market Cap Based Two-Minute Portfolio Investment Strategy
MSc of Finance Project-Simon Fraser University
Author: Wang, Zhong, Author: Yang, Qi
Date created: 2012-08
The Importance of Parameter Estimates for Stock-REIT-Bond Optimal Asset Allocation
MSc of Finance Project-Simon Fraser University
Author: Lin, Lisa, Author: Lo, Jonathan
Date created: 2012-08
PORTFOLIO CONSTRUCTION IN TURBULENT MARKETS
MSc in Finance Project-Simon Fraser University.
Author: Ma, Chanyu (Karren), Author: Zhang, Lei (Amelia)
Date created: 2017-12

Date created

Resource type

  • Graduating extended essay / Research project (3)

Collection

  • Beedie School of Business: Segal Graduate School Final Projects (3)

Scholarly level

  • Graduate student (Masters) (3)

Author

  • Lin, Lisa (1)
  • Lo, Jonathan (1)
  • Ma, Chanyu (Karren) (1)
  • Wang, Zhong (1)
  • Yang, Qi (1)
  • Zhang, Lei (Amelia) (1)

Thesis Advisor

Peer reviewed?

  • No (3)

Keywords

  • (-) Mean-variance optimization (3)
  • Investments (1)
  • Rebalancing (1)
  • Real Estate Investment Trusts (REITs) (1)
  • Performance measurement (1)
  • Optimal portfolio (1)
  • Multivariate Outlier (1)
  • Market capitalization (1)
  • Forward-looking parameter estimates (1)
  • Asset allocation (1)
  • Equal-weight portfolio (1)
  • Dividend (1)
  • Diversification (1)
  • Correlation (1)
  • Blended Covariance Matrix (1)
  • Backtesting (1)
  • Trading strategy (1)

Summit

  • Home
  • About
  • Submit thesis
  • Submit work
  • Contact
  • Log in

Simon Fraser University

  • Library
  • Programs
  • Learning
  • Community
  • Research
  • About
  • Academic Calendar
  • Maps & directions
  • Road conditions
  • Emergency information
  • Facebook
  • Twitter
  • Instagram
  • YouTube
  • LinkedIn
Give to SFU

Simon Fraser University Library is grateful to be located on the lands of the xʷməθkʷəy̓əm (Musqueam), Sḵwx̱wú7mesh (Squamish), səl̓ilw̓ətaʔɬ (Tsleil-Waututh), q̓íc̓əy̓ (Katzie), kʷikʷəƛ̓əm (Kwikwetlem), qiqéyt (Qayqayt), qʼʷa:n̓ƛʼən̓ (Kwantlen), Səmyámə (Semiahmoo), and sc̓əwaθən (Tsawwassen) Nations.

Acknowledging the benefits of occupying this land, the Library commits to becoming a more welcoming space for Indigenous Peoples by centring Indigenous voices in our collections, services, and programs.

  • Terms and conditions
  • © Simon Fraser University