Applying Genetic Algorithm to Explore Fund of Funds onEfficiency Frontier and Product Design

碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 94 === ABSTRACT This paper employs Genetic Algorithm(GA) to propose a model based on The Administration Act of Security Investment and Trust Fund to construct Efficiency Frontier of fund of funds(FoF) in Taiwan. The model in this paper can be used to examine the ef...

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Bibliographic Details
Main Authors: Yuan-Chi Lee, 李原齊
Other Authors: Chao-Hsin Lin
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/07833184124807114984