A Grey Forecasting Model on the Minimum Variance Portfolio : An Example of the Dow Jones Industry Index
碩士 === 國立屏東科技大學 === 企業管理系碩士班 === 93 === After Harry M. Markowitz introduced M-V Model with Efficient Frontier and Best Capital Portfolio at 1952, many scholars have went further research to improve this principle. This research tries to use Minimum Variance Portfolio (MVP) with the Dow Jones industr...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/08039159750976622496 |