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...

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Bibliographic Details
Main Authors: I-Kai Zau, 卓逸愷
Other Authors: En-Der Su
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/08146575176450696587

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