An Empirical Comparison of Stochastic Dominance and Mean- Variance Portfolio Choice Criteria ── the Stock Market of Taiwan
碩士 === 淡江大學 === 金融研究所 === 81 === In studying the stock market, we can divides all portfolis in the market into an efficient group and an inefficient group, the criteria to be used is often Markowitz''s mean-variance model, in which it is assumed...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1993
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/19177260688110609294 |