Portfolio Optimization Considering Estimated Holding Periods of Stocks

碩士 === 中原大學 === 工業與系統工程研究所 === 105 === Nowadays, there are too many kinds of finance derivative, many people buy stocks as their investment, intuitively, investors always hold the stocks that they bought, and sell it until the stock prices go up, however, in reality, investors usually miss the momen...

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Bibliographic Details
Main Authors: Chia-Wei Lin, 林家瑋
Other Authors: Kuo-Hwa Chang
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/71844484388972717561