成本極小化下之投資組合操作策略分析
碩士 === 銘傳大學 === 金融研究所 === 90 === We construct a portfolio adjusting model in which exchange rate risk is specially considered. The no-trade region is derived via minimizing the cost of trading and the cost of tracking errors owing to no trade. General speaking, when portfolio weight falling in the...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67488597430530756790 |