The empirical analysis of Lowest risk portfolio verses stock index
碩士 === 義守大學 === 財務金融學系碩士班 === 97 === We use historical simulation approach, Variance-covariance approach and the Monte Carlo simulation approach to predict the Value the Risk of stock price in this study. The historical simulation approach estimates probability distribution of future returns of stoc...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19152798159659156418 |