ASSET ALLOCATION DECISION UNDER THE RESTRICTION OF COMPONOENT VAR LIMIT HIERARCHY-THE CASE OF POSTAL ASSET MANAGEMENT OF STOCKS & MUTUAL FUNDS
碩士 === 銘傳大學 === 金融研究所碩士在職專班 === 89 === According to Markowitz’s Mean-Variance investment portfolio theory, risk is measured by variance or standard deviation, which implies that investors concern about the positive return as much as the negative return. However, what investors really care about is t...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07912314872911175844 |