Mutual Funds Incorporate Wavelet Covariance and Mixed Nonlinear Programming with Portfolio Selection
碩士 === 國立彰化師範大學 === 企業管理學系 === 97 === Portfolio selections are important for researchers and investors on financial investment. The aim of this study is integrate Mixed Integer Nonlinear programming approach and wavelet method to construct portfolio. Firstly, in order to look covariance on different...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/18437675687285973765 |