An Analysis of Asset Allocation Performance for Ho Chi Minh stock market
碩士 === 國立高雄應用科技大學 === 商務經營研究所 === 98 === The Markowitz portfolio theory is the foundation of modern portfolio theory. The mean-variance efficient portfolios play an important role in the theory. However, the efficient portfolios constructed by the mean-variance method often involve taking on extreme...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/63597872536090912785 |