An Analysis of the performance for portfolio with different risk models under varying holding periods
碩士 === 國立高雄應用科技大學 === 商務經營研究所 === 98 === Traditional mean－variance model (MV) are two controversial assumptions. First, an increase and a decrease in return of financial asset are treated the same; Second, return of financial asset must meet the normal distribution. Due to the above reason, this pap...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/50241573390763175011 |