The Feasibility Study of Improving Performance of GA’s Portfolio with Tracking-Error Constraints
碩士 === 樹德科技大學 === 金融保險研究所 === 95 === Variance is the critical factor to decide the portfolio performance. If we efficiently control the volatility of risky assets, we can do well in asset allocation and further make the investment policy for investors. Jorion (2003) explores the risk and return rela...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/74454895858559451781 |