Comparative Analysis of Efficient Portfolios under Different Risk Measures
碩士 === 國立臺北商業技術學院 === 商學研究所 === 97 === The investment risk is measured by the variance in traditional mean-variance (MV) portfolio theory. Both overperformance and underperformance are considered as risk under the variance. However most investors worry about underperformance rather than overperforma...
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| Format: | Others |
| Language: | zh-TW |
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2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/08744988853726085727 |