Buliding a Index Fund Decision Support System -A Combination Model of Mean-Variance and Goal Programming
碩士 === 國立臺灣大學 === 資訊管理研究所 === 87 === Mutual funds play a more important role in the coming 21 century.In the thesis, we discuss how to construct a portfolio that tracks the return of the market with a few number of stocks. We introduce a new fund constructing model, which combines Me...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28644701469541054539 |