Active portfolio selection with transaction cost
碩士 === 國立臺灣大學 === 財務金融學研究所 === 94 === The paper compares the “static investment” and the “active investment”. We use the “Stochastic Portfolio Theory and Stock Market Equilibrium” ( Fernholz R. and Shay B. [1981]) to develop an active portfolio selection program. The static portfolio selection is ba...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96452365500736954678 |