Portfolio Asset Allocation Using Different Risk Measure Models
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 99 === The portfolio optimization problem is to look for optimal portfolio capital allocation, then making investment risk reduction and minimize the reward for investment. As a result of the risk is the issue investors most concerned about, many scholars have propo...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69762739241772605412 |