應用資料包絡法及遺傳演化類神經網路模型建構最適投資策略─以台灣股票型共同基金為例
碩士 === 東吳大學 === 經濟學系 === 95 === Abstract In this paper we adopt performance appraisal tools of DEA (Data Envelopment Analysis), Sharpe index, Treynor index, and the average ROR (rate of return) of month, etc, to select stock portfolios. Then, we establish portfolios with equal weights from these m...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69460078368809459233 |