Applying VaR performance indicators to evaluate tactical portfolios strategies of Multi-Choice Goal Programming and Mean-Variance portfolios model—the case of emerging style funds
碩士 === 國立彰化師範大學 === 企業管理學系 === 96 === This paper selects Energy fund, Biotechnology fund, and Environmental Protection for our samples. Previous papers that study portfolio with these new funds are less. So this paper uses new portfolio model to test these new funds. After screening this paper uses...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/79125025630034850995 |