Applying Data Envelopment Analysis to Build up a Model for Optimal Fund of Funds
碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 101 === This paper uses data envelopment analysis to build up a model for optimal fund of funds. In this research, a portfolio optimization model is proposed. Decisions such as selecting stocks, locating capital and adopting trading strategies are to be determined i...
| 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/23248875570007872686 |