Apply Stochastic Programming to Construct Bond Portfolio Incorporating Default Risk
碩士 === 國立臺灣大學 === 商學研究所 === 91 === When we come to investment, risks should be considered at the same time. Looking back to the history of Bond Fund, risks were dealt merely with some primitive rules, such as limiting the maximum loss per period, predetermining the bonds to be held, etc....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49058397387724548632 |