The investment strategy of Kelly Criterion in Taiwan stock market: An empirical analysis
碩士 === 東吳大學 === 經濟學系 === 97 === This thesis identifies a set of the investment strategies of the operation on capital input in Taiwan stock market where adjusts the amount of capital investment every period dynamically in order to obtain the optimal investment-capital ratio. This new method (Kelly f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/53453639574708788790 |