穩健資產組合選擇: 收縮估計式的應用
碩士 === 國立政治大學 === 國際貿易研究所 === 93 === When portfolio selection is implemented by using the past sample values, parameter uncertainty may lead to suboptimal portfolios. Previous studies of portfolio selection demonstrate that classical approach based on the simple mean estimator is less reliable cause...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Online Access: | http://ndltd.ncl.edu.tw/handle/22065351625723764018 |