Applying Grey Forecasting Model on the Investment Performance of Markowitz Efficiency Frontier : A Case of the Dow Jones Industry Index
碩士 === 國立屏東科技大學 === 企業管理系碩士班 === 94 === After Harry M. Markowitz introduced Mean-Variance Optimization with Efficient Frontier and Best Capital Portfolio in 1952, many scholars have went further research to improve this principle. This paper uses a grey forecasting model GM(1,1) on improving the inv...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98495730237035141998 |