兩階段求解校務基金最適資產配置
碩士 === 國立政治大學 === 財務管理研究所 === 94 === In this study, we implement the simulation of the real distributions of financial assets by means of the stationary bootstrap method instead of assuming normal distribution or t distribution. With the assistance of minimum required return model, we pursue the max...
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| Format: | Others |
| Language: | zh-TW |
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2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44889838163617532652 |