Combining technical indexes to improve portfolio performance

碩士 === 元智大學 === 資訊管理學系 === 101 === The mean-variance model proposed by Harry Markowitz is widely used for portfolio optimization. It helps the investors to allocate their capital to a number of assets, however, it does not guide the investors when to buy these assets. In contrast, technical indexes...

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Bibliographic Details
Main Authors: Chien-Hao Wu, 吳健豪
Other Authors: Jun-Lin Lin
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/65625007868495479366