Portfolio selection model based on minimizing Value-at-Risk

Portfolio selection model based on minimizing Value-at-Risk

Show other versions (1)

碩士 === 國立政治大學 === 應用數學研究所 === 99

Bibliographic Details
Main Author: 張殷華
Other Authors: 劉明郎
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/59975152180137286446
id ndltd-TW-099NCCU5507006
record_format oai_dc
spelling ndltd-TW-099NCCU55070062015-10-28T04:06:49Z http://ndltd.ncl.edu.tw/handle/59975152180137286446 Portfolio selection model based on minimizing Value-at-Risk 最小化風險值之投資組合選擇模型 張殷華 碩士 國立政治大學 應用數學研究所 99 劉明郎 學位論文 ; thesis 63 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 國立政治大學 === 應用數學研究所 === 99
author2 劉明郎
author_facet 劉明郎
張殷華
author 張殷華
spellingShingle 張殷華
Portfolio selection model based on minimizing Value-at-Risk
author_sort 張殷華
title Portfolio selection model based on minimizing Value-at-Risk
title_short Portfolio selection model based on minimizing Value-at-Risk
title_full Portfolio selection model based on minimizing Value-at-Risk
title_fullStr Portfolio selection model based on minimizing Value-at-Risk
title_full_unstemmed Portfolio selection model based on minimizing Value-at-Risk
title_sort portfolio selection model based on minimizing value-at-risk
url http://ndltd.ncl.edu.tw/handle/59975152180137286446
work_keys_str_mv AT zhāngyīnhuá portfolioselectionmodelbasedonminimizingvalueatrisk
AT zhāngyīnhuá zuìxiǎohuàfēngxiǎnzhízhītóuzīzǔhéxuǎnzémóxíng
_version_ 1718112806063046656

Similar Items