Applying Genetic Algorithm to Portfolio Model Based on Ex-ante VaR
碩士 === 輔仁大學 === 資訊管理學系 === 91 === In the past, investors rather care about the topics of return of portfolio on the stock market. But with the effect of bear Market, investors perceive the importance of hedge, which proclaim the consequence of risk management on portfolio. Value at risk f...
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| Format: | Others |
| Language: | zh-TW |
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2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/16294514390479631454 |