Portfolio Selection Based on C-Vine Pair-Copula Constructionsand Markowitz Mean-Variance Model

碩士 === 國立中央大學 === 統計研究所 === 100 === How to allocate his/her wealth among di erent investment tools more e ciently for individual investor is an important issue especially in the volatile economic situation. The stock index returns exhibit complex patterns of tail dependence which can be captured by...

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Bibliographic Details
Main Authors: Yu-Zhe Kao, 高裕哲
Other Authors: Cheng-Der Fu
Format: Others
Language:en_US
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/75874115634150029510