A Forecasting Portfolio Selection Rebalancing Model with Transaction Cost and Short Selling
碩士 === 國立暨南國際大學 === 資訊管理學系 === 104 === Because historical data cannot timely reflect market uncertainty, especially in the high volatility situation. Therefore, in order to effectively manage risk and mastery potential benefits in the market, Ustun and Kasimbeyli (2012) use thirteen objectives incor...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/78990270868665881470 |