MCDM in Portfolio Selection with Short Selling
碩士 === 國立暨南國際大學 === 資訊管理學系 === 97 === The mean-variance model proposed by Markowitz (1952) becomes a foundation for the theory of the portfolio selection. Therefore, most studies have focused on the effect of long position but paid less attention on the behavior of short selling and other criteria....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97541547064279200979 |