Comparing Markowitz Mean-Variance Modeland Genetic Algorithms to Operation of Managers in Portfolio Selection of Fund of Funds

碩士 === 國立成功大學 === 財務金融研究所 === 93 ===  This thesis discuss the security selection ability by comparing the performance of the portfolio of fund of funds and Exchange-Traded Funds based on the Markowitz Mean-Variance model and the Genetic Algorithm to that of the operation of fund managers. The sample...

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Bibliographic Details
Main Authors: Chun-Ching Chiang, 江俊慶
Other Authors: Hsiu-Ching Lai
Format: Others
Language:en_US
Online Access:http://ndltd.ncl.edu.tw/handle/63023353340798767205