The Worst-Case Omega Ratio Model with Transaction Cost and Short Selling
碩士 === 國立暨南國際大學 === 資訊管理學系 === 103 === The high uncertainty of asset returns could mislead the predictions of asset allocations so that the portfolio rebalance could be inefficiency or low performance. The robust portfolios deal with uncertainty based on the scenarios. Researchers have integrated th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86785849241481947475 |