A Portfolio Optimization Method in Considering Dynamic Volatility and Value at Risk
碩士 === 國立臺北大學 === 統計學系 === 99 === Due to the uncertainty of investments in financial markets, risk management and proper asset allocation are two important themes to consider with regards to investing. Given that financial time series data such as the return of financial products not only exist cond...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/83141858504890391263 |