Dynamic Portfolio Selection with Predicted Return and Risk

碩士 === 國立暨南國際大學 === 資訊管理學系 === 96 === This study proposed two forecasting models, which are Fuzzy GP/SC and Fuzzy Piecewise MOGP/SC. Fuzzy GP/SC is used to deal with crisp observations, and can be applied in small observations and provide decision makers the best-possible and worst-possible situatio...

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Bibliographic Details
Main Authors: Chin-Lung Lee, 李金龍
Other Authors: Jing-Rung Yu
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/24047487918069406370