Performance Evaluation for Fund of Funds based on Mean-Variance Model and Genetic Algorithms to Construct Optimal Weights of Portfolio of Funds
碩士 === 國立成功大學 === 財務金融研究所 === 97 === ABSTRACT The study applies the Mean-Variance Model (MV) proposed by Markowitz and the Genetic Algorithms (GA) developed from artificial intelligence to construct optimal-weighted simulated fund portfolios. The main difference between this thesis and past studies...
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| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56098967173236704641 |