Short-Selling Constraints,Investment Weights and Portfolio Performances-A Study of the Taiwan Stock Matket
碩士 === 國立中央大學 === 財務金融學系碩士在職專班 === 93 === The Markowitz portfolio theory is the foundation of modern portfolio theory. The mean-variance efficient portfolios play an important role in the theory. However, the efficient portfolios constructed by the mean-variance method often involve taking on extrem...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/72058424083939943701 |