Portfolio optimization models for the stable growth benchmark tracking
碩士 === 國立政治大學 === 應用數學研究所 === 98 === This thesis studies how to construct a tracking portfolio for the benchmark of a stable growth rate. This tracking problem can be formulated as a mixed-integer nonlinear programming model. Since the performance of the tracking portfolio may get worse when time...
| 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/50865619462819343025 |