The Effectiveness of the Asset Allocation Using the Technique of Simulation Optimization
碩士 === 國立政治大學 === 風險管理與保險研究所 === 94 === This paper applied simulation optimization technique to search for the optimal asset allocation. Simulation optimization is the process of determining the values of the decision variables that optimize the values of the stochastic response variable generated f...
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| Format: | Others |
| Language: | en_US |
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2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50516296280484716378 |
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