A Forecasting Entropy Portfolio Selection Model
碩士 === 國立暨南國際大學 === 資訊管理學系 === 103 === In this research we present a forecasting entropy portfolio selection model, which have efficient diversification and consider uncertainty of future return. On the development of portfolio selection, Entropy is used as the measurement of risk to replace the var...
| 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/39994369998055177410 |