A empirical study on portfolio selection criteria-the applications of Sharpe ratio
碩士 === 淡江大學 === 財務金融學系 === 90 === The research of modern portfolio theory began from Markowitz in 1952. The portfolio selection rule is as follow. Investor can determine an efficient frontiner; a portfolio is effinient if none other gives either (a) a higher expected return and the same variance of...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57162800967440123845 |