Portfolio optimisation based on wavelet decomposition

You You Luo, Tsun Yue Ho

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

Original language	English
Title of host publication	Proceedings of the 3rd Financial Markets Asia-Pacific Conference
Editors	K Daly
Place of Publication	Sydney NSW Australia
Publisher	University of Western Sydney
Pages	1 - 16
Number of pages	16
ISBN (Print)	1 74108 096 7
Publication status	Published - 2005
Event	Financial Markets Asia-Pacific Conference 2005 - Sydney NSW Australia, Sydney NSW Australia Duration: 1 Jan 2005 → …

Conference	Financial Markets Asia-Pacific Conference 2005
City	Sydney NSW Australia
Period	1/01/05 → …

Cite this

@inproceedings{2b0b983cb9c14a8eb09569b46ad56e4d,

title = "Portfolio optimisation based on wavelet decomposition",

author = "Luo, {You You} and Ho, {Tsun Yue}",

year = "2005",

language = "English",

isbn = "1 74108 096 7",

pages = "1 -- 16",

editor = "K Daly",

booktitle = "Proceedings of the 3rd Financial Markets Asia-Pacific Conference",

publisher = "University of Western Sydney",

note = "Financial Markets Asia-Pacific Conference 2005 ; Conference date: 01-01-2005",

}

TY - GEN

T1 - Portfolio optimisation based on wavelet decomposition

AU - Luo, You You

AU - Ho, Tsun Yue

PY - 2005

Y1 - 2005

M3 - Conference Paper

SN - 1 74108 096 7

SP - 1

EP - 16

BT - Proceedings of the 3rd Financial Markets Asia-Pacific Conference

A2 - Daly, K

PB - University of Western Sydney

CY - Sydney NSW Australia

T2 - Financial Markets Asia-Pacific Conference 2005

Y2 - 1 January 2005

ER -