Asset allocation in multi-period consumption to avoid capital shortage

碩士 === 國立臺灣大學 === 工業工程學研究所 === 105 === How to distribute our money to different assets under the budget limit is an important issue in investment. Most of the objectives in multi-asset and multi-period resource allocation problem are maximize expected return or minimize portfolio risk. Different ass...

Full description

Bibliographic Details
Main Authors: Tzu-Hao Lin, 林子皓
Other Authors: I-Hsuan Hong
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/6535wz