Asset allocation under multiple scenarios
碩士 === 國立臺灣大學 === 財務金融學研究所 === 87 === Mean-Variance optimization is the most common quantitative methodology employed for asset allocation. Under traditional mean-variance optimization techniques, forecasts of the expected return, expected volatility, and expected covariance of the assets are driven...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35895972612403592709 |