Evaluation of the Performance in MV and MCVaR Models－An Empirical Study on Greater Chinese Stock Markets
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 99 === The study applies the Mean-Variance Model and Mean-CVaR to construct optimal weighted portfolios comprising stocks used in the TSEC Taiwan 50 Index, Hong Kong’s Hang Seng Index, and China’s CSI 300 Index. The purpose of this paper is to review the performance...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26704653154293416408 |