The most suitable for portfolio allocation under target economics
碩士 === 淡江大學 === 國際貿易學系 === 90 === The main purpose of this paper is to modify portfolio allocation when people seek to maximize his own utility under exchange rate and stock twin target zones. Traditional portfolio or option models assume that the trend of stock price and exchange are two...
| 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/92790415321360286752 |