Portfolio optimization models for enhanced index investment
碩士 === 國立政治大學 === 應用數學研究所 === 98 === Setting up an index fund usually uses techniques of index-tracking that choosing few stocks forming a portfolio to obtain the same return rate as the benchmark index. Similarly we can use the same concept to set up a portfolio such that the performance is better...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12486939618119544503 |