Improvement of the Mean Variance Model and the Estimated Coefficient Model in Portfolio Theory and Their Empirical Studies
博士 === 國立交通大學 === 資訊管理所 === 87 === The research of portfolio optimization problems intends establishing mathematical models to decide the optimal capital allocation weights among assets. In 1952, Markowitz proposed the mean variance model to determine the optimization allocation weights of portfolio...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
1999
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/58235124403331401108 |