Dynamic Portfolio Selection incorporating Inflation Risk Learning Adjustments
碩士 === 國立政治大學 === 風險管理與保險研究所 === 97 === This study examines the optimal portfolio selection incorporating inflation risk learning adjustments for a long-term investor. For long-term investors, it is inevitable to face the uncertainty of inflation. On the other hand, quantifying inflation risk needs...
| 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/71225577638371747301 |