Study on Investor''s Irrational Behavior affected Taiwan Stocks : Portfolio Optimization considering SP/A Theory
碩士 === 中原大學 === 工業與系統工程研究所 === 103 === Modern portfolio theory (MPT) considers that the market is efficient and investors are rational, MPT also agree that investors are prone to make cognitive errors, but there are enough rational investors to correct these pricing mistakes. Therefore market prices...
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| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87258f |