Portfolio Optimization under CVaR Control and Tracking Error Minimization
碩士 === 國立政治大學 === 應用數學研究所 === 99 === Index fund has become popular in these days among the conservative investors since it provides a passive investment strategy. The main purpose of this paper is to create an index fund which can replicate the performance of a broad-based index of stocks and has th...
| 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/53089604958812491838 |