Building an efficient frontier and constructing an optimal portfolio for the major international stock markets

碩士 === 國立成功大學 === 統計學系碩博士班 === 96 === There are many investment tools for investors to choose in a financial marker, such as stocks, bonds, and time deposits. But most of large-cap funds can not beat market Index in terms of return in the long run indicated by data from America. Hence, this is one o...

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Bibliographic Details
Main Authors: Chun-yu Chen, 陳俊宇
Other Authors: Miin-Jye Wen
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/26595317989469133530