Portfolio selection from American stocks by mean-variance optimization method

碩士 === 國立中央大學 === 統計研究所 === 95 === There are many investment choices in the financial markets available to all kinds of investors, likes stocks, bonds, certificate of deposit, and so on. The historical data of the preceding products are also available. Therefore, it is an important topic to determ...

Full description

Bibliographic Details
Main Authors: Fu-jing Chen, 陳富敬
Other Authors: 繆維正
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/80824603275293173008