On Three Types of Estimatros for Dynamic Portfolio Weights and Rebalancing Time Choice
碩士 === 國立高雄大學 === 統計學研究所 === 100 === In order to reflect the actual economic boom, this study hopes to establish a prediction model in the portfolio. Using this model, one can monitor the portfolio return and another can find the rebalancing time dynamically. The estimators of portfolio weight are a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56166351672717585333 |