Applications of Mean-VaR Models to Optimizing Oil Cracking Portfolio
碩士 === 國立交通大學 === 經營管理研究所 === 95 === The purpose of this research is to study how to optimize a product portfolio under a price volatility to maintain a stable operating revenue by applying Mean-VaR models. The practical analysis is to discuss how a refinery with product portfolios composed of gasol...
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| Format: | Others |
| Language: | zh-TW |
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2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56964530938647830440 |