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碩士 === 國立中央大學 === 統計研究所 === 102 === Active portfolio management often involves the objective of selecting a portfolio with minimum tracking error variance (TEV) for some expected gain in return over a benchmark. Roll (1992) shows that such portfolios have high risk and they do not belong to th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ae8f73 |