以模擬退火演算法求解三參數最適化投資組合-以台灣股市為例
碩士 === 東吳大學 === 商用數學系 === 91 === Since Markowitz (1952) derived mean-variance portfolio selection model, the optimal portfolio selection model is always constructed in terms of the two-parameter model. Until 1967, Arditti first integrated skewness into the original model, and derived the mean-varian...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/95094696045469935673 |