On the Performance Comparison of Different Risk Measures on Different Asset Type with Short Selling and Transaction Cost
碩士 === 國立暨南國際大學 === 資訊管理學系 === 101 === With different risk measurements, the rebalancing portfolio selection models including the Mean Variance model, the Mean Absolute Deviation model, the Downside Risk model, and the Conditional Value at Risk model with short selling and trading cost have been st...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54045914651711508104 |