Two-Layer Asset Allocation Applied to the Internal Fund Organization – Combined the Black-Litterman Model with the Alpha-Tracking Error Optimization

Two-Layer Asset Allocation Applied to the Internal Fund Organization – Combined the Black-Litterman Model with the Alpha-Tracking Error Optimization

碩士 === 臺灣大學 === 財務金融學研究所 === 96 ===

Bibliographic Details
Main Authors: Ming-Hsiu Yu, 游明修
Other Authors: 周國端
Format: Others
Language:en_US
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/83171393085095994921
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spelling ndltd-TW-096NTU053040032015-10-13T14:04:51Z http://ndltd.ncl.edu.tw/handle/83171393085095994921 Two-Layer Asset Allocation Applied to the Internal Fund Organization – Combined the Black-Litterman Model with the Alpha-Tracking Error Optimization 兩階段資產配置應用於內部基金建置 Ming-Hsiu Yu 游明修 碩士 臺灣大學 財務金融學研究所 96 周國端 2007 學位論文 ; thesis 48 en_US
collection NDLTD
language en_US
format Others
sources NDLTD
description 碩士 === 臺灣大學 === 財務金融學研究所 === 96 ===
author2 周國端
author_facet 周國端
Ming-Hsiu Yu
游明修
author Ming-Hsiu Yu
游明修
spellingShingle Ming-Hsiu Yu
游明修
Two-Layer Asset Allocation Applied to the Internal Fund Organization – Combined the Black-Litterman Model with the Alpha-Tracking Error Optimization
author_sort Ming-Hsiu Yu
title Two-Layer Asset Allocation Applied to the Internal Fund Organization – Combined the Black-Litterman Model with the Alpha-Tracking Error Optimization
title_short Two-Layer Asset Allocation Applied to the Internal Fund Organization – Combined the Black-Litterman Model with the Alpha-Tracking Error Optimization
title_full Two-Layer Asset Allocation Applied to the Internal Fund Organization – Combined the Black-Litterman Model with the Alpha-Tracking Error Optimization
title_fullStr Two-Layer Asset Allocation Applied to the Internal Fund Organization – Combined the Black-Litterman Model with the Alpha-Tracking Error Optimization
title_full_unstemmed Two-Layer Asset Allocation Applied to the Internal Fund Organization – Combined the Black-Litterman Model with the Alpha-Tracking Error Optimization
title_sort two-layer asset allocation applied to the internal fund organization – combined the black-litterman model with the alpha-tracking error optimization
publishDate 2007
url http://ndltd.ncl.edu.tw/handle/83171393085095994921
work_keys_str_mv AT minghsiuyu twolayerassetallocationappliedtotheinternalfundorganizationcombinedtheblacklittermanmodelwiththealphatrackingerroroptimization
AT yóumíngxiū twolayerassetallocationappliedtotheinternalfundorganizationcombinedtheblacklittermanmodelwiththealphatrackingerroroptimization
AT minghsiuyu liǎngjiēduànzīchǎnpèizhìyīngyòngyúnèibùjījīnjiànzhì
AT yóumíngxiū liǎngjiēduànzīchǎnpèizhìyīngyòngyúnèibùjījīnjiànzhì
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