Comparing Markowitz Mean-Variance Modeland Genetic Algorithms to Operation of Managers in Portfolio Selection of Fund of Funds
碩士 === 國立成功大學 === 財務金融研究所 === 93 === This thesis discuss the security selection ability by comparing the performance of the portfolio of fund of funds and Exchange-Traded Funds based on the Markowitz Mean-Variance model and the Genetic Algorithm to that of the operation of fund managers. The sample...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/63023353340798767205 |