Constructing Portfolios According to Financial Statement Information and Copula-GARCH Model in Taiwan Stock Market
碩士 === 國立中山大學 === 財務管理學系研究所 === 102 === Stock selection always has been a challenging and important task. This line of research is highly contingent upon reliable stock ranking for successful portfolio construction. Thanks to recent advances in financial engineering and data mining, we can solve the...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8n943q |