USING RANDOM MATRIX THEORY TO STUDY THE IMPACT OF PORTFOLIO RETURN WITH NOISE TRADING
博士 === 國立臺北大學 === 企業管理學系 === 98 === Based on the noise trading theory proposed by Black (1986) and DeLong et. al. (1990), this study first defines the meanings of information and noise, and then use mathematical deductive method to integrate noise trading and portfolio theory (Markowitz, 1952),and t...
| 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/71562230597204511319 |