The Comparison of Portfolio Curve for Single Index Model and Mean Variance Model
碩士 === 國立臺北大學 === 統計學系 === 105 === This thesis is to study the main reasons for the change of portfolio curve constructed by Single-index model and Mean-variance model. The differences between Single-index model and Mean-variance model in the calculation of covariance will lead to different minimu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/f7ujx3 |