DynamicAssetAllocationunderControlledDownsideRisk
碩士 === 國立政治大學 === 金融研究所 === 91 === This paper provides an analytical framework for dynamic portfolio strategies that are mean-variance efficient and subjected to a principal-guaranteed rate. Specifying a numeraire known as growth-optimal portfolio, we apply martingale method instead of dynamic progr...
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| Format: | Others |
| Language: | en_US |
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2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58978814269962825655 |