Constructing a growth Portfolio by goal programming model
碩士 === 國立政治大學 === 應用數學系數學教學碩士在職專班 === 100 === This thesis proposed a mathematic programming model to construct a growth portfolio by using the mini-max principle and goal programming technique. The constructed portfolio is required to minimize the risk and to earn a stable profit under uncertain ma...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/41263487687565896256 |