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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2011
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Online Access: | http://ndltd.ncl.edu.tw/handle/50166282657736133905 |