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...
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Format: | Others |
Language: | en_US |
Published: |
1998
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Online Access: | http://ndltd.ncl.edu.tw/handle/88634996878555610422 |