DPEI based on PSO and GA to Construct Fund of Funds in Taiwan

碩士 === 國立高雄應用科技大學 === 國際企業系 === 98 === The objective of the study is to provide an effective method of creating a successful fund of funds. In this study, the DEA investment portfolio efficiency index (DPEI) is utilized to choose superior sub-funds. Then, Particle Swam Optimization (PSO) and Genetic...

Full description

Bibliographic Details
Main Authors: Zih-Huei Liu, 劉姿慧
Other Authors: Jui-Fang Chang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/55673911808329081786