Optimal Asset Allocation with Downside Risk Constraints
碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 92 === One of the most important aspects in asset allocation problems is the assumed probability distribution of future returns. In most theoretical and empirical works , a normal or lognormal distribution is usually assumed. Financial managers generally suppose no...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/08146575176450696587 |