Optimal asset allocation in multi-period fund management
碩士 === 國立政治大學 === 風險管理與保險學系 === 90 === Abstract This study attempts to investigate the hedging behavior through multi-period asset allocation strategy for the long-term fund manager, i.e., pension fund managers, life insurers, etc. Time additive utility function is employed to depict the...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/30347419869640409669 |