Dynamic Asset Allocation Based on Conditional Value-at-Risk
碩士 === 國立中山大學 === 財務管理學系研究所 === 106 === The purpose of this study is to construct portfolios based on Conditional Value-at-Risk (CVaR) by differential evolution and explain the effectiveness of CVaR and standard deviation on risk management. In the past, the academic and practical circles mainly mea...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/nqknpx |