An Application of Grey Fourier Model on the Portfolio Selection Strategy and Spread Trading in Taiwan 50

碩士 === 國立臺灣科技大學 === 資訊管理系 === 97 === Investors have long faced the dilemma between higher returns and higher risks while trading in the stock market. To solve this problem, there are lots of researches emphasize on diversification of risks by constructing portfolios. This research focuses on applyin...

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Bibliographic Details
Main Authors: Szu-hsien Yu, 余思嫺
Other Authors: Shang-wu Yu
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/06745191380089404623