Optimal Fund Management under the Mean-Variance Approach
博士 === 國立政治大學 === 風險管理與保險研究所 === 97 === The purpose of this thesis is to investigate the asset allocation issue of the long-term investors. Our approach is to calculate theoretical formulae of the first two moments of the accumulated fund; we then adopt optimization programming to find a asset alloc...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28061339932985287352 |