A Study of Integrating Currency Arbitrage and Portfolio Selection Models
碩士 === 國立臺北科技大學 === 經營管理系碩士班 === 102 === Portfolio selection problems are usually formulated as a quadratic programming program for finding a diversified portfolio that has the highest return for a given risk or the lowest risk for a given return. The formulated model can handle discrete assets, tra...
| 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/2pkq4w |