Dynamic asset management with stochastic volatility
碩士 === 東吳大學 === 商用數學系 === 94 === This study develops a dynamic asset allocation with stochastic volatility model, which integrates the underlying assets stochastic volatility into the asset allocating process. Investors can apply this model for to efficiently diversify the unsystematic risks, so as...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/24878398409600361180 |