Optimal hedge ratio for asset allocation of Differential Evolution
碩士 === 輔仁大學 === 資訊管理學系 === 100 === The purpose of this study is to build an integrated asset allocation of the portfolio selection, capital allocation and the hedge ratio. Portfolio of the Optimal Computing Budget Allocation (OCBA), the innovation of this study is to combine the differential evoluti...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/82807905983629256825 |