An Empirical Study of the SVR Application on the VaR of Investment Portfolio－An Example of TW50ETF
碩士 === 輔仁大學 === 應用統計學研究所 === 99 === Most investors like to make extra profit from investments. But with the impact of global financial crisis, people have more awareness in risk management. From this issue, this study intends to make an investment portfolio from Taiwan 50ETF which satisfies the effi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04428763046437401086 |