A Study of Optimal Portfolio Decision and Performance Measures
博士 === 國立中山大學 === 企業管理學系研究所 === 92 === Since most financial institutions use the Sharpe Ratio to evaluate the performance of mutual funds, the objective of most fund managers is to select the portfolio that can generate the highest Sharpe Ratio. Traditionally, they can revise the objective function...
| 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/55241708543885268163 |