Portfolio Management: Asset Allocation Planning Model for Optimization, Insurance and Arbitrage
博士 === 國立交通大學 === 資訊管理所 === 90 === This thesis examines four issues in asset allocation. The research on active portfolio, in which the traditional asset allocation method based on mean-variance efficient portfolio when forming portfolios does not take into account the linkage behavior, lead-lags or...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/88374835827649723976 |