Effect of Industrial Category and Bussiness Cycle on Portfolio Model
碩士 === 國立臺北科技大學 === 電機工程系所 === 99 === Using four different kind of industry over the period from May 2008 to Aug 2009 this paper examines the roles of industry effects in portfolio returns. Four different formulations, including Markowitz model, two fuzzy-based option pricing models and one advanced...
| 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/287j5c |