Analysis of Optimal Portfolio Allocation under Value at RiskConstraint
碩士 === 國立暨南國際大學 === 財務金融學系 === 98 === When the investor invests foreign-assets portfolios, the variation of the exchange rate will influence the portfolios profit. In this paper we consider the both of the variation of the exchange rate and the price of foreign assets. We use a portfolio selecti...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/00671761620088087825 |