Index Fund Construction via Goal Programming

碩士 === 國立政治大學 === 應用數學研究所 === 86 === Creating index-tracking stock baskets has been accepted by more and more investors or institutes as one part of a total investment strategy. In practice, the selection methods widely adopted are some simplified methods (e.g. stratification) combined with some cr...

Full description

Bibliographic Details
Main Author: 莊智祥
Other Authors: 劉明郎
Format: Others
Language:en_US
Published: 1998
Online Access:http://ndltd.ncl.edu.tw/handle/88634996878555610422