Safety-First Optimal Portfolio on Simulated Data Set Using Scenario Based Mathematical Program for Controlling Downside Risk
碩士 === 中原大學 === 工業與系統工程研究所 === 100 === In recent years, there are more and more kinds of innovative financial merchandises emerging. These merchandises also make the environment of investment more complicated and let investors having more chance to expose under the risk. Due to those reasons, risk m...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/38849514637744905502 |