Genetic Algorithm Apply to Adjustment Strategy of Portfolio Insurance
碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 94 === ABSTRACT In the investment portfolio insurance, as the frequency of adjustment are more frequent, the accuracy of assert allocated ratio is higher, and the portfolio insurance hardly exceed the insured amount that set in advance. Considering the cost of trad...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48591636231652176700 |