Portfolio Management: Asset Allocation Planning Model for Optimization, Insurance and Arbitrage

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...

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Bibliographic Details
Main Authors: Shinn-Wen Wang, 王信文
Other Authors: An-Pin Chen
Format: Others
Language:zh-TW
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/88374835827649723976

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