Portfolio optimisation based on wavelet decomposition

You You Luo, Tsun Yue Ho

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Original languageEnglish
Title of host publicationProceedings of the 3rd Financial Markets Asia-Pacific Conference
EditorsK Daly
Place of PublicationSydney NSW Australia
PublisherUniversity of Western Sydney
Pages1 - 16
Number of pages16
ISBN (Print)1 74108 096 7
Publication statusPublished - 2005
EventFinancial Markets Asia-Pacific Conference 2005 - Sydney NSW Australia, Sydney NSW Australia
Duration: 1 Jan 2005 → …


ConferenceFinancial Markets Asia-Pacific Conference 2005
CitySydney NSW Australia
Period1/01/05 → …

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