Applying Multi-Objective Genetic Algorithms for Efficient Frontier Analysis
碩士 === 長庚大學 === 工商管理學系 === 105 === Markowitz's mean-variance portfoilo optimization model measures expected returns and risks of portfolios with historical rate of return and corresponding variance, opening the portfolio selection research framework. However, Markowitz’s model has been ineffici...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/6e98y4 |