The Empirical Study of Weighted-Norm Minimum Variance Portfolios in Taiwan Stock Market

碩士 === 國立政治大學 === 國際經營與貿易學系 === 105 === The asset allocation problem has always been an important issue on which investors concern. It is easier and more efficient for investors to manage their assets through constructing their portfolios in different methods to find the most optimized weight of ass...

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Bibliographic Details
Main Authors: Jhuang, Dan-Hua, 莊丹華
Other Authors: Yen, Yu-Min
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/n66b8m