Simulates research the different investment attribute investor most suitable investment portfolio by Monte Carlo
碩士 === 元智大學 === 管理研究所 === 96 === Based on the experimental measure of risk tolerance suggested by Barsky et al. (1997) and the optimal solution for myopic portfolio choice model, this study investigates the optimal asset allocations for investors with different degrees of risk tolerance. Furthermore...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26618851558760204376 |