Three Essays on Dynamic Asset Allocation Models with Downside Risk Control
博士 === 國立政治大學 === 財務管理研究所 === 95 === Risk management has received much attention in the last few years. Value-at-Risk (VaR) is widely used by corporate treasurers, fund managers and financial institution (Hull, 2000). A vast amount of literature considered a simple one-period asset allocation proble...
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| Format: | Others |
| Language: | en_US |
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2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/13027318509929281119 |