An application of portfolios selection using lower partial moments and polynomial goal programming
碩士 === 正修科技大學 === 經營管理研究所 === 95 === Previous studies Chunhachinda, et al., (1997) and Prakash et al., (2003) applied the portfolio selection model using goal programming and incorporating the skewness of the return distributions to obtain the optimal portfolio. However, that portfolio selection mod...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23968649702778094540 |