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 ===
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83171393085095994921 |