Portfolio Selection with Skewness and Performance Evaluation in Taiwan Stock Exchange market
碩士 === 國立高雄第一科技大學 === 財務管理所 === 92 === Theoretically speaking, the distribution of equity return is not necessarily a normal distribution, which means a portfolio can be constructed to avoid downside risk by maximizing the expected return and the skewness. Investor preferences for skewness can be in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73436529168080748168 |