Portfolio Selection Using Data Envelopment Analysis

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 100 === This study is reference Hsin-Hung Chen(2008) using data envelopment analysis (DEA) select stock adopt Markowitz Mean-Variance law and equally weighted to the portfolios constructed conducted performance empirical analysis. The assets of the study are divid...

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Bibliographic Details
Main Authors: Shiang-Jiun Lin, 林香君
Other Authors: Yen-Shin Cheng
Format: Others
Language:zh-TW
Published: 101
Online Access:http://ndltd.ncl.edu.tw/handle/rgdsde