Asset Allocation:Combining Various Investors Views With Active Portfolios
碩士 === 義守大學 === 財務金融學系碩士班 === 95 === The mean-variance portfolio analysis pioneered by Markowitz (1952) lies at the foundation of the modern portfolio theory. Mean-variance analysis is a static framework. The number of risky assets and the asset characteristics are fixed. The reality of the world’s...
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| Format: | Others |
| Language: | zh-TW |
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2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28342932184323406244 |