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...

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Bibliographic Details
Main Authors: Yang,Wei-Wei, 楊瑋瑋
Other Authors: Goo, YEONG-JIA
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/25618709633610371033