Using Fundamental Index to Construct Optimal Portfolio by Applying Artificial Neural Networks
碩士 === 國立臺北大學 === 企業管理學系 === 99 === Respecting the disadvantage of the Market capitalization weighted method, the fundamental index application comes up. This study will use the listed companies in Taiwan as example. The study period is during from 2000 to 2009, a total of 10 years, and adopting the...
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/25618709633610371033 |