Dynamic Portfolio Transformation for Improving Risk and Return Efficiency
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 95 === Based on the hypothesis that a portfolio does not change its element securities, many researches about traditional portfolios only adjust the weights of element securities in order to maximize investment efficiencies. However, such hypothesis constrains the inve...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97718070251992036186 |