考慮信用風險與市場風險之最適資產配置
碩士 === 東吳大學 === 經濟學系 === 91 === Portfolio optimization has come a long way from Markowitz(1952) seminal work which introduces Mean-Variance risk management framework. Since the progress of financial risk measurement, the focus of research in portfolio optimization is change form Mean-Variance to Mea...
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2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/99075199177038262465 |