Portfolio Construction Using Bootstrapping Neural Networks

博士 === 雲林科技大學 === 管理研究所博士班 === 99 === ABSTRACT Despite having become firmly established as one of the major cornerstone principles of modern finance, traditional Markowitz mean-variance analysis has, nevertheless, failed to gain widespread acceptance as a practical tool for equity management. The Ma...

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Bibliographic Details
Main Authors: Zheng-Wei Lin, 林政緯
Other Authors: Chin-Sheng Huang
Format: Others
Language:en_US
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/50166282657736133905