Exploring the Effectiveness of Creating Currency Option Portfolios Via Genetic Algorithms
碩士 === 國立臺灣大學 === 國際企業學系 === 86 === The study specifies that investors should have some constraints on risks and initial capital and such establishes the portfolio. The simulation analysis uses various combinations of learning periods and holding periods...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/13995564167043041689 |