Multi-scenario asset allocation system
碩士 === 元智大學 === 資訊管理學系 === 90 === In order to proceed the result of the long term asset allocation, we often use Mean-Variance optimization (MVO) model. According to the related thesis about MVO model, forecasts of the expected returns and covariance of the assets are on the basis of historical aver...
| 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/28446941501706109259 |