Portfolio Selection under mean-VaR framework
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 92 === In this thesis，we use Student APARCH model and ARJI model to evaluate portfolio weight of the MSCI Global Stock Index and MSCI Emerging Market Bond Index. The purpose of this thesis is to compare the capability of the evaluation of portfolio weight with these...
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| Format: | Others |
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2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/82920473651410778702 |