Covariance model for portfolio construction - The case of Taiwan 50 Index
碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 101 === With rapid economic development and a wide range of financial instruments, stock has recently become a heavily used investment tool. Therefore, how to build an optimal stock portfolio is an important issue for the investors. This research uses monthly dat...
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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/9zc4m8 |