探討在Mean-Variance模型下，VaR或CVaR的條件限制對投資組合選擇的影響
碩士 === 國立清華大學 === 科技管理研究所 === 94 === Speaking of the risk manager, needs an explicit data to judge the agent to undertake the risk spot , guarantees the organization to continue forever to develop, the value of risk (VaR) concept proposed may meet this need. Under “no transaction cost”, we change 1....
| 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/05103466367805970406 |