The Study of Safety-First Portfolio Optimization Under Heavy Tail Distribution
碩士 === 中原大學 === 工業工程研究所 === 97 === More and more financial derivatives are born as bamboo shoots after a spring rain. The investors indeed need a systematic method to analyze the risk of portfolio. Most of investors are usually more concern about the loss to a threshold return. More evidence shows t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/81963380821444230972 |