Application of Data Envelopment Analysis and Multi-objective Programming for Optimal Portfolio

碩士 === 國立臺北大學 === 企業管理學系 === 98 === Depositing money in a high inflation economic environment can’t prevent asset value from declining. Thus, how to manage personal investment properly has become a major issue nowadays. In this research, a portfolio optimization model is proposed. Decisions such as...

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Bibliographic Details
Main Authors: Yang Sheng Chih, 楊勝智
Other Authors: Wu Tai Hsi
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/98628464696985353220