Minimizing Tracking Error under Riskiness Measure
碩士 === 東吳大學 === 經濟學系 === 107 === This paper develops the Riskiness-min tracking error framework, which Riskiness measure is proposed by Aumann and Serrano (2008). Since the Riskiness satisfies monotonicity with respect to stochastic dominance, Riskiness-min tracking error weights guarantees that the...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2019
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/d63zy4 |